<SEC-DOCUMENT>0001502519-14-000021.txt : 20141113
<SEC-HEADER>0001502519-14-000021.hdr.sgml : 20141113
<ACCEPTANCE-DATETIME>20141112205558
ACCESSION NUMBER:		0001502519-14-000021
CONFORMED SUBMISSION TYPE:	10-Q
PUBLIC DOCUMENT COUNT:		8
CONFORMED PERIOD OF REPORT:	20140930
FILED AS OF DATE:		20141113
DATE AS OF CHANGE:		20141112

FILER:

	COMPANY DATA:	
		COMPANY CONFORMED NAME:			CION Investment Corp
		CENTRAL INDEX KEY:			0001534254
		IRS NUMBER:				453058280
		STATE OF INCORPORATION:			MD
		FISCAL YEAR END:			1231

	FILING VALUES:
		FORM TYPE:		10-Q
		SEC ACT:		1934 Act
		SEC FILE NUMBER:	814-00941
		FILM NUMBER:		141216029

	BUSINESS ADDRESS:	
		STREET 1:		3 PARK AVENUE
		STREET 2:		36TH FLOOR
		CITY:			NEW YORK
		STATE:			NY
		ZIP:			10016
		BUSINESS PHONE:		212 - 418 - 4700

	MAIL ADDRESS:	
		STREET 1:		3 PARK AVENUE
		STREET 2:		36TH FLOOR
		CITY:			NEW YORK
		STATE:			NY
		ZIP:			10016

	FORMER COMPANY:	
		FORMER CONFORMED NAME:	C&#298;ON Investment Corp
		DATE OF NAME CHANGE:	20111104
</SEC-HEADER>
<DOCUMENT>
<TYPE>10-Q
<SEQUENCE>1
<FILENAME>body.htm
<DESCRIPTION>THIRD QUARTER 2014 FINANCIALS
<TEXT>

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<p style="margin:0in;margin-bottom:.0001pt;tab-stops:center 3.25in right 6.5in;"><font face=Calibri,sans-serif lang=EN-US style="font-size:11.0pt;">&nbsp;</font></p>


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<p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:14.0pt;">UNITED STATES</font></b></p>

<p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:14.0pt;">SECURITIES AND EXCHANGE COMMISSION</font></b></p>

<p align=center style="margin:0in;margin-bottom:6.0pt;text-align:center;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;">Washington,
D.C. 20549</font></b></p>

<p align=center style="margin:0in;margin-bottom:6.0pt;text-align:center;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:14.0pt;">FORM&nbsp;</font></b><b><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:14.0pt;">10-Q&nbsp;</font></b></p>

<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:13.95pt;page-break-inside:avoid;">
  <td valign=top width=8% style="height:13.95pt;padding:0in 1.0pt 0in 1.0pt;">
  <p align=center style="margin:0in;margin-bottom:1.0pt;page-break-after:avoid;text-align:center;"><font color=black face="Times New Roman,serif" style="background:white;font-size:9.0pt;line-height:13.0pt;">[x]</font></p>
  </td>
 <td valign=top width=92% style="height:13.95pt;padding:0in 1.0pt 0in 1.0pt;">
  <p style="margin:0in;margin-bottom:1.0pt;page-break-after:avoid;"><b><font face="Times New Roman,serif" style="font-size:9.0pt;">QUARTERLY REPORT PURSUANT TO SECTION 13 OR 15(d) OF
  THE SECURITIES EXCHANGE ACT OF 1934</font></b></p>
  </td>
 </tr>
<tr style="height:8.1pt;page-break-inside:avoid;">
  <td valign=top width=8% style="height:8.1pt;padding:0in 1.0pt 0in 1.0pt;">
  <p style="margin:0in;margin-bottom:1.0pt;page-break-after:avoid;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:13.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=92% style="height:8.1pt;padding:0in 1.0pt 0in 1.0pt;">
  <p style="margin:0in;margin-bottom:1.0pt;page-break-after:avoid;"><b><font face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 </tr>
</table></div>



<p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">For the quarterly period ended</font><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;"> </font></b><b><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">September
30, 2014</font></b></p>

<p align=center style="margin:0in;margin-bottom:6.0pt;margin-left:0in;margin-right:0in;margin-top:6.0pt;text-align:center;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">OR</font></b></p>

<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:12.6pt;page-break-inside:avoid;">
  <td valign=top width=8% style="height:12.6pt;padding:0in 1.0pt 0in 1.0pt;">
  <p align=center style="margin:0in;margin-bottom:1.0pt;page-break-after:avoid;text-align:center;"><font color=black face="Times New Roman,serif" style="background:white;font-size:9.0pt;line-height:13.0pt;">[&#160; ]</font></p>
  </td>
 <td valign=top width=92% style="height:12.6pt;padding:0in 1.0pt 0in 1.0pt;">
  <p style="margin:0in;margin-bottom:1.0pt;page-break-after:avoid;"><b><font face="Times New Roman,serif" style="font-size:9.0pt;">TRANSITION REPORT PURSUANT TO SECTION&nbsp;13 OR
  15(d)&nbsp;OF THE SECURITIES EXCHANGE ACT OF 1934</font></b></p>
  </td>
 </tr>
</table></div>



<p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></p>

<p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">For the transition period from __________ to __________</font></p>

<p align=center style="margin:0in;margin-bottom:6.0pt;margin-left:0in;margin-right:0in;margin-top:6.0pt;text-align:center;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></p>

<p align=center style="margin:0in;margin-bottom:6.0pt;margin-left:0in;margin-right:0in;margin-top:6.0pt;text-align:center;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Commission File Number:</font><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;"> 000-54755</font></b></p>

<p align=center style="margin:0in;margin-bottom:6.0pt;margin-left:0in;margin-right:0in;margin-top:6.0pt;text-align:center;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></p>

<p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><u><font face="Times New Roman,serif" lang=EN-US style="font-size:14.0pt;">C&#298;ON Investment Corporation</font></u></b></p>

<p align=center style="margin:0in;margin-bottom:6.0pt;text-align:center;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">(Exact name of registrant as specified in its charter)</font></p>

<p align=center style="margin:0in;margin-bottom:6.0pt;text-align:center;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></p>

<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:13.0pt;page-break-inside:avoid;">
  <td width=1% style="border:none;padding:0in 0in 0in 0in;"><p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" style="font-size:10.0pt;">&nbsp;</font></p></td>
 <td colspan=2 valign=top width=46% style="border:none;border-bottom:solid windowtext 1.0pt;height:13.0pt;padding:0in 1.0pt 0in 1.0pt;">
  <p align=center style="margin:0in;margin-bottom:1.0pt;page-break-after:avoid;text-align:center;"><b><font face="Times New Roman,serif" style="font-size:9.0pt;">Maryland</font></b></p>
  </td>
 <td valign=bottom width=4% style="height:13.0pt;padding:0in 1.0pt 0in 1.0pt;">
  <p align=center style="margin:0in;margin-bottom:1.0pt;page-break-after:avoid;text-align:center;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:8.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=3 valign=top width=49% style="border:none;border-bottom:solid windowtext 1.0pt;height:13.0pt;padding:0in 1.0pt 0in 1.0pt;">
  <p align=center style="margin:0in;margin-bottom:1.0pt;page-break-after:avoid;text-align:center;"><b><font face="Times New Roman,serif" style="font-size:9.0pt;">45-3058280</font></b></p>
  </td>
 </tr>
<tr style="height:.4in;page-break-inside:avoid;">
  <td width=1% style="border:none;padding:0in 0in 0in 0in;"><p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" style="font-size:10.0pt;">&nbsp;</font></p></td>
 <td colspan=2 valign=top width=46% style="border:none;height:.4in;padding:0in 1.0pt 0in 1.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;page-break-after:avoid;text-align:center;"><font face="Times New Roman,serif" style="font-size:9.0pt;">(State or other jurisdiction of</font></p>
  <p align=center style="margin:0in;margin-bottom:1.0pt;page-break-after:avoid;text-align:center;"><font face="Times New Roman,serif" style="font-size:9.0pt;">incorporation or
  organization)</font></p>
  </td>
 <td valign=top width=4% style="height:.4in;padding:0in 1.0pt 0in 1.0pt;">
  <p align=center style="margin:0in;margin-bottom:1.0pt;page-break-after:avoid;text-align:center;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:8.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=3 valign=top width=49% style="border:none;height:.4in;padding:0in 1.0pt 0in 1.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;page-break-after:avoid;text-align:center;"><font face="Times New Roman,serif" style="font-size:9.0pt;">(I.R.S. Employer</font></p>
  <p align=center style="margin:0in;margin-bottom:1.0pt;page-break-after:avoid;text-align:center;"><font face="Times New Roman,serif" style="font-size:9.0pt;">Identification No.)</font></p>
  </td>
 </tr>
<tr style="height:23.0pt;page-break-inside:avoid;">
  <td width=1% style="border:none;padding:0in 0in 0in 0in;"><p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" style="font-size:10.0pt;">&nbsp;</font></p></td>
 <td colspan=2 valign=bottom width=46% style="border:none;border-bottom:solid windowtext 1.0pt;height:23.0pt;padding:0in 1.0pt 0in 1.0pt;">
  <p align=center style="margin:0in;margin-bottom:1.0pt;page-break-after:avoid;text-align:center;"><b><font face="Times New Roman,serif" style="font-size:9.0pt;">3 Park Avenue, 36<sup>th</sup>
  Floor<br>
  New York, New York</font></b></p>
  </td>
 <td valign=bottom width=4% style="height:23.0pt;padding:0in 1.0pt 0in 1.0pt;">
  <p align=center style="margin:0in;margin-bottom:1.0pt;page-break-after:avoid;text-align:center;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:8.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=3 valign=bottom width=49% style="border:none;border-bottom:solid windowtext 1.0pt;height:23.0pt;padding:0in 1.0pt 0in 1.0pt;">
  <p align=center style="margin:0in;margin-bottom:1.0pt;page-break-after:avoid;text-align:center;"><b><font face="Times New Roman,serif" style="font-size:9.0pt;">10016</font></b></p>
  </td>
 </tr>
<tr style="height:14.0pt;page-break-inside:avoid;">
  <td colspan=3 valign=top width=47% style="height:14.0pt;padding:0in 1.0pt 0in 1.0pt;">
  <p align=center style="margin:0in;margin-bottom:1.0pt;page-break-after:avoid;text-align:center;"><font face="Times New Roman,serif" style="font-size:9.0pt;">(Address of principal
  executive offices)</font></p>
  </td>
 <td valign=bottom width=4% style="height:14.0pt;padding:0in 1.0pt 0in 1.0pt;">
  <p align=center style="margin:0in;margin-bottom:1.0pt;page-break-after:avoid;text-align:center;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:8.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=3 valign=top width=49% style="border:none;height:14.0pt;padding:0in 1.0pt 0in 1.0pt;">
  <p align=center style="margin:0in;margin-bottom:1.0pt;page-break-after:avoid;text-align:center;"><font face="Times New Roman,serif" style="font-size:9.0pt;">(Zip Code)</font></p>
  </td>
 </tr>
<tr>
  <td width=1% style="border:none;padding:0in 0in 0in 0in;"><p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" style="font-size:10.0pt;">&nbsp;</font></p></td>
 <td width=28% style="padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:115%;">&nbsp;</font></b></p>
  </td>
 <td colspan=3 width=41% style="border:none;border-bottom:solid windowtext 1.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:115%;">(212) 418-4700</font></b></p>
  </td>
 <td width=23% style="padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:115%;">&nbsp;</font></b></p>
  </td>
 <td width=7% style="border:none;padding:0in 0in 0in 0in;"><p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" style="font-size:10.0pt;">&nbsp;</font></p></td>
 </tr>
<tr>
  <td width=1% style="border:none;padding:0in 0in 0in 0in;"><p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" style="font-size:10.0pt;">&nbsp;</font></p></td>
 <td width=28% style="padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:115%;">&nbsp;</font></p>
  </td>
 <td colspan=3 width=41% style="border:none;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:115%;">(Registrant&#8217;s telephone number,
  including area code)</font></p>
  </td>
 <td width=23% style="padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:115%;">&nbsp;</font></p>
  </td>
 <td width=7% style="border:none;padding:0in 0in 0in 0in;"><p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" style="font-size:10.0pt;">&nbsp;</font></p></td>
 </tr>
<tr>
  <td width=1% style="border:none;padding:0in 0in 0in 0in;"><p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" style="font-size:10.0pt;">&nbsp;</font></p></td>
 <td width=28% style="padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:115%;">&nbsp;</font></p>
  </td>
 <td colspan=3 width=41% style="padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:115%;">&nbsp;</font></p>
  </td>
 <td width=23% style="padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:115%;">&nbsp;</font></p>
  </td>
 <td width=7% style="border:none;padding:0in 0in 0in 0in;"><p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" style="font-size:10.0pt;">&nbsp;</font></p></td>
 </tr>
<tr>
  <td width=1% style="border:none;padding:0in 0in 0in 0in;"><p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" style="font-size:10.0pt;">&nbsp;</font></p></td>
 <td width=28% style="padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;margin-top:6.0pt;text-align:center;"><b><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:115%;">&nbsp;</font></b></p>
  </td>
 <td colspan=3 width=41% style="border:none;border-bottom:solid windowtext 1.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;margin-top:6.0pt;text-align:center;"><b><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:115%;">Not
  applicable</font></b></p>
  </td>
 <td width=23% style="padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;margin-top:6.0pt;text-align:center;"><b><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:115%;">&nbsp;</font></b></p>
  </td>
 <td width=7% style="border:none;padding:0in 0in 0in 0in;"><p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" style="font-size:10.0pt;">&nbsp;</font></p></td>
 </tr>
<tr>
  <td width=1% style="border:none;padding:0in 0in 0in 0in;"><p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" style="font-size:10.0pt;">&nbsp;</font></p></td>
 <td width=28% style="padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:6.0pt;text-align:center;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:115%;">&nbsp;</font></p>
  </td>
 <td colspan=3 width=41% style="border:none;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:6.0pt;text-align:center;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:115%;">(Former
  name, former address and former fiscal year, if changed since last report)</font></p>
  </td>
 <td width=23% style="padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:6.0pt;text-align:center;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:115%;">&nbsp;</font></p>
  </td>
 <td width=7% style="border:none;padding:0in 0in 0in 0in;"><p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" style="font-size:10.0pt;">&nbsp;</font></p></td>
 </tr>
<tr height=0>
  <td width=1% style="border:none;">&nbsp;</td>
 <td width=28% style="border:none;">&nbsp;</td>
 <td width=18% style="border:none;">&nbsp;</td>
 <td width=4% style="border:none;">&nbsp;</td>
 <td width=19% style="border:none;">&nbsp;</td>
 <td width=23% style="border:none;">&nbsp;</td>
 <td width=7% style="border:none;">&nbsp;</td>
 </tr>
</table></div>



<p style="margin:0in;margin-bottom:.0001pt;text-indent:27.0pt;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;text-decoration:none;">&nbsp;</font></b></p>

<p style="margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:27.0pt;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Indicate by check mark whether the registrant
(1)&nbsp;has filed all reports required to be filed by Section&nbsp;13 or
15(d)&nbsp;of the Securities Exchange Act of 1934 during the preceding 12
months (or for such shorter period that the registrant was required to file
such reports), and (2)&nbsp;has been subject to such filing requirements for
the past 90 days. </font></p>

<p align=right style="margin:0in;margin-bottom:.0001pt;margin-top:6.0pt;text-align:right;text-indent:.25in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Yes </font><font color=black face="Times New Roman,serif" lang=EN-US style="background:white;font-size:9.0pt;">[x]</font><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;"> No </font><font color=black face="Times New Roman,serif" lang=EN-US style="background:white;font-size:9.0pt;">[&#160; ]</font></p>

<p style="margin:0in;margin-bottom:.0001pt;margin-top:6.0pt;text-align:justify;text-indent:27.0pt;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Indicate by check mark whether the registrant has
submitted electronically and posted on its corporate Web site, if any, every
Interactive Data File required to be submitted and posted pursuant to
Rule&nbsp;405 of Regulation S-T (&#167;232.405 of this chapter) during the preceding
12 months (or for such shorter period that the registrant was required to
submit and post such files). </font></p>

<p align=right style="margin:0in;margin-bottom:.0001pt;margin-top:6.0pt;text-align:right;text-indent:.25in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Yes </font><font color=black face="Times New Roman,serif" lang=EN-US style="background:white;font-size:9.0pt;">[&#160; ]</font><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;"> No </font><font color=black face="Times New Roman,serif" lang=EN-US style="background:white;font-size:9.0pt;">[&#160;
]</font></p>

<p style="margin:0in;margin-bottom:6.0pt;margin-left:0in;margin-right:0in;margin-top:6.0pt;text-align:justify;text-indent:27.35pt;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Indicate by check mark whether the registrant is a large accelerated
filer, an accelerated filer, a non-accelerated filer, or a smaller reporting
company.&#160; See the definitions of &#8220;large accelerated filer,&#8221; &#8220;accelerated filer&#8221;
and &#8220;smaller reporting company&#8221; in Rule&nbsp;12b-2 of the Exchange Act.</font></p>

<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:.1in;">
  <td valign=top width=65% style="height:.1in;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:27.0pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:115%;">Large Accelerated Filer </font><font color=black face="Times New Roman,serif" style="background:white;font-size:9.0pt;line-height:115%;">[&#160; ]</font></p>
  </td>
 <td valign=bottom width=2% style="height:.1in;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:115%;">&nbsp;</font></p>
  </td>
 <td valign=top width=33% style="height:.1in;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:115%;">Accelerated Filer </font><font color=black face="Times New Roman,serif" style="background:white;font-size:9.0pt;line-height:115%;">[&#160; ]</font></p>
  </td>
 </tr>
<tr>
  <td valign=top width=65% style="padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;margin-top:6.0pt;text-align:justify;text-indent:27.35pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:115%;">Non-Accelerated
  Filer </font><font color=black face="Times New Roman,serif" style="background:white;font-size:9.0pt;line-height:115%;">[x]</font><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:115%;"> (Do not check if
  a smaller reporting company)</font></p>
  </td>
 <td valign=bottom width=2% style="padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:115%;">&nbsp;</font></p>
  </td>
 <td valign=top width=33% style="padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;margin-top:6.0pt;text-align:justify;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:115%;">Smaller Reporting Company </font><font color=black face="Times New Roman,serif" style="background:white;font-size:9.0pt;line-height:115%;">[&#160; ]</font></p>
  </td>
 </tr>
</table></div>



<p style="margin:0in;margin-bottom:.0001pt;margin-top:9.0pt;text-indent:27.35pt;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Indicate by check mark whether the registrant is a
shell company (as defined in Rule&nbsp;12b-2 of the Exchange Act). </font></p>

<p align=right style="margin:0in;margin-bottom:.0001pt;margin-top:6.0pt;text-align:right;text-indent:.25in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Yes </font><font color=black face="Times New Roman,serif" lang=EN-US style="background:white;font-size:9.0pt;">[&#160; ]</font><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;"> No </font><font color=black face="Times New Roman,serif" lang=EN-US style="background:white;font-size:9.0pt;">[x]</font></p>

<p style="margin:0in;margin-bottom:.0001pt;margin-top:6.0pt;text-indent:27.35pt;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The number of shares of the registrant&#8217;s common stock,
$0.001 par value, outstanding as of November 10, 2014 was 46,571,392.</font></p>

<p align=center style="margin:0in;margin-bottom:.0001pt;margin-top:6.0pt;text-align:center;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;">&#160;&nbsp;</font></p>


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<p style="margin:0in;margin-bottom:.0001pt;tab-stops:center 3.25in right 6.5in;"><font face=Calibri,sans-serif lang=EN-US style="font-size:11.0pt;">&nbsp;</font></p>


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<p style="margin:0in;margin-bottom:.0001pt;tab-stops:center 3.25in right 6.5in;"><font face=Calibri,sans-serif lang=EN-US style="font-size:11.0pt;">&nbsp;</font></p>


</DIV>
<p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">C&#298;ON
INVESTMENT CORPORATION</font></b></p>

<p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><a name=TableOfContents></a><a name="TableOfContents_bclEnd"></a><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">TABLE OF CONTENTS</font></b></p>

<p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">FORM 10-Q</font></b></p>

<div align=left><table border=1 cellpadding=0 cellspacing=0 style="border:none;border-collapse:collapse;width:100%;">
 <tr style="height:.3in;">
  <td width=5% style="border:none;height:.3in;padding:0in 5.4pt 0in 5.4pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=81% style="border:none;height:.3in;padding:0in 5.4pt 0in 5.4pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=14% style="border:none;height:.3in;padding:0in 5.4pt 0in 5.4pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Page</font></p>
  </td>
 </tr>
<tr style="height:.3in;">
  <td width=5% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=81% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><a href="#BS"><u><font color=blue face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">PART I &#8211; FINANCIAL INFORMATION</font></u></a><font face=Calibri,sans-serif style="font-size:11.0pt;line-height:normal;">&#160;
  &nbsp;</font></p>
  </td>
 <td width=14% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:.3in;">
  <td width=5% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=81% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p style="margin-bottom:.0001pt;margin-left:14.6pt;margin-right:0in;margin-top:0in;text-align:justify;"><a href="#BS"><u><font color=blue face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Item
  1. Financial Statements</font></u></a></p>
  </td>
 <td width=14% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:.3in;">
  <td width=5% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=81% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p style="margin-bottom:.0001pt;margin-left:14.6pt;margin-right:0in;margin-top:0in;text-align:justify;text-indent:27.0pt;"><a href="#BS"><u><font color=blue face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Consolidated Balance Sheets</font></u></a></p>
  </td>
 <td width=14% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1</font></p>
  </td>
 </tr>
<tr style="height:.3in;">
  <td width=5% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=81% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p style="margin-bottom:.0001pt;margin-left:14.6pt;margin-right:0in;margin-top:0in;text-align:justify;text-indent:27.0pt;"><a href="#IS"><u><font color=blue face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Consolidated Statements of Operations</font></u></a></p>
  </td>
 <td width=14% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2</font></p>
  </td>
 </tr>
<tr style="height:.3in;">
  <td width=5% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=81% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p style="margin-bottom:.0001pt;margin-left:14.6pt;margin-right:0in;margin-top:0in;text-align:justify;text-indent:27.0pt;"><a href="#NA"><u><font color=blue face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Consolidated Statements of Changes in Net Assets</font></u></a></p>
  </td>
 <td width=14% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">3</font></p>
  </td>
 </tr>
<tr style="height:.3in;">
  <td width=5% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=81% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p style="margin-bottom:.0001pt;margin-left:14.6pt;margin-right:0in;margin-top:0in;text-align:justify;text-indent:27.0pt;"><a href="#CF"><u><font color=blue face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Consolidated Statements of Cash Flows</font></u></a></p>
  </td>
 <td width=14% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">4</font></p>
  </td>
 </tr>
<tr style="height:.3in;">
  <td width=5% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=81% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p style="margin-bottom:.0001pt;margin-left:14.6pt;margin-right:0in;margin-top:0in;text-align:justify;text-indent:27.0pt;"><a href="#SOI"><u><font color=blue face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Consolidated Schedule of Investments</font></u></a></p>
  </td>
 <td width=14% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">5</font></p>
  </td>
 </tr>
<tr style="height:.3in;">
  <td width=5% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=81% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p style="margin-bottom:.0001pt;margin-left:14.6pt;margin-right:0in;margin-top:0in;text-align:justify;text-indent:27.0pt;"><a href="#Notes"><u><font color=blue face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Notes to Consolidated Financial Statements</font></u></a></p>
  </td>
 <td width=14% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">9</font></p>
  </td>
 </tr>
<tr style="height:.3in;">
  <td width=5% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=81% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p style="margin-bottom:.0001pt;margin-left:14.6pt;margin-right:0in;margin-top:0in;text-align:justify;"><a href="#ItemTwo"><u><font color=blue face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Item
  2. Management&#8217;s Discussion and Analysis of Financial Condition and Results of
  Operations</font></u></a></p>
  </td>
 <td width=14% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">37</font></p>
  </td>
 </tr>
<tr style="height:.3in;">
  <td width=5% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=81% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p style="margin-bottom:.0001pt;margin-left:14.6pt;margin-right:0in;margin-top:0in;text-align:justify;"><a href="#Item3"><u><font color=blue face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Item
  3. Quantitative and Qualitative Disclosures About Market Risk</font></u></a></p>
  </td>
 <td width=14% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">57</font></p>
  </td>
 </tr>
<tr style="height:.3in;">
  <td width=5% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=81% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p style="margin-bottom:.0001pt;margin-left:14.6pt;margin-right:0in;margin-top:0in;text-align:justify;"><a href="#Item4"><u><font color=blue face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Item
  4. Controls and Procedures</font></u></a></p>
  </td>
 <td width=14% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">58</font></p>
  </td>
 </tr>
<tr style="height:.3in;">
  <td width=5% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=81% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><a href="#Part2"><u><font color=blue face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">PART II &#8211; OTHER INFORMATION</font></u></a></p>
  </td>
 <td width=14% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:.3in;">
  <td width=5% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=81% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p style="margin-bottom:.0001pt;margin-left:46.1pt;margin-right:0in;margin-top:0in;text-align:justify;text-indent:-31.5pt;"><a href="#Part2"><u><font color=blue face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Item 1. Legal Proceedings</font></u></a></p>
  </td>
 <td width=14% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">59</font></p>
  </td>
 </tr>
<tr style="height:.3in;">
  <td width=5% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=81% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p style="margin-bottom:.0001pt;margin-left:14.6pt;margin-right:0in;margin-top:0in;text-align:justify;"><a href="#Part2"><u><font color=blue face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Item
  1A. Risk Factors</font></u></a></p>
  </td>
 <td width=14% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">59</font></p>
  </td>
 </tr>
<tr style="height:.3in;">
  <td width=5% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=81% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p style="margin-bottom:.0001pt;margin-left:14.6pt;margin-right:0in;margin-top:0in;text-align:justify;"><a href="#Part2"><u><font color=blue face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Item
  2. Unregistered Sales of Equity Securities and Use of Proceeds</font></u></a></p>
  </td>
 <td width=14% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">59</font></p>
  </td>
 </tr>
<tr style="height:.3in;">
  <td width=5% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=81% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p style="margin-bottom:.0001pt;margin-left:14.6pt;margin-right:0in;margin-top:0in;text-align:justify;"><a href="#Part2"><u><font color=blue face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Item
  3. Defaults Upon Senior Securities</font></u></a></p>
  </td>
 <td width=14% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">59</font></p>
  </td>
 </tr>
<tr style="height:.3in;">
  <td width=5% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=81% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p style="margin-bottom:.0001pt;margin-left:14.6pt;margin-right:0in;margin-top:0in;text-align:justify;"><a href="#Part2"><u><font color=blue face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Item
  4. Mine Safety Disclosures</font></u></a></p>
  </td>
 <td width=14% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">59</font></p>
  </td>
 </tr>
<tr style="height:.3in;">
  <td width=5% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=81% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p style="margin-bottom:.0001pt;margin-left:14.6pt;margin-right:0in;margin-top:0in;text-align:justify;"><a href="#Part2"><u><font color=blue face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Item&nbsp;5.
  Other Information</font></u></a></p>
  </td>
 <td width=14% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">59</font></p>
  </td>
 </tr>
<tr style="height:21.15pt;">
  <td width=5% style="border:none;height:21.15pt;padding:0in .05in 0in .05in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=81% style="border:none;height:21.15pt;padding:0in .05in 0in .05in;">
  <p style="margin-bottom:.0001pt;margin-left:14.6pt;margin-right:0in;margin-top:0in;text-align:justify;"><a href="#Exhibits"><u><font color=blue face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Item&nbsp;6.
  Exhibits</font></u></a></p>
  </td>
 <td width=14% style="border:none;height:21.15pt;padding:0in .05in 0in .05in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">60</font></p>
  </td>
 </tr>
<tr style="height:.3in;">
  <td width=5% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=81% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p style="margin-bottom:.0001pt;margin-left:14.6pt;margin-right:0in;margin-top:0in;text-align:justify;"><a href="#Sigs"><u><font color=blue face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Signatures</font></u></a></p>
  </td>
 <td width=14% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">62</font></p>
  </td>
 </tr>
</table></div>



<p style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font face=Calibri,sans-serif lang=EN-US style="font-size:11.0pt;line-height:115%;">&#160;&nbsp;</font></p>








<p align=center style="border:none;margin:0in;margin-bottom:6.0pt;text-align:center;"><a name=part1></a><a name=BS></a><a name=operations></a><a name="BS_bclEnd"></a><a name="operations_bclEnd"></a><a name="part1_bclEnd"></a></p>
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<p style="margin:0in;margin-bottom:.0001pt;tab-stops:center 3.25in right 6.5in;"><font face=Calibri,sans-serif lang=EN-US style="font-size:11.0pt;">&nbsp;</font></p>


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<p style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-line-height-rule:exactly;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;mso-pagination:widow-orphan no-line-numbers;"><font face=Calibri,sans-serif style="border:none;mso-fareast-font-family:Calibri;"><font face=Calibri,sans-serif lang=EN-US style="font-size:11.0pt;line-height:.7pt;">&nbsp;</font></font></p>


</DIV>
<p align=center style="border:none;margin:0in;margin-bottom:6.0pt;text-align:center;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">PART I &#8211; FINANCIAL INFORMATION</font></b></font></p>

<p style="border:none;margin:0in;margin-bottom:12.0pt;margin-left:0in;margin-right:0in;margin-top:12.0pt;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Item 1. Financial Statements</font></b></font></p>

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;margin-top:6.0pt;text-align:center;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">C&#298;ON
Investment Corporation</font></b></font></p>

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;text-align:center;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Consolidated Balance Sheets</font></b></font></p>

<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:12.75pt;">
  <td nowrap style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 nowrap style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">September 30, </font></p>
  </td>
 <td nowrap style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 nowrap style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">December 31,</font></p>
  </td>
 <td height=17 style="border:none;height:12.75pt;">&nbsp;</td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2014</font></p>
  </td>
 <td nowrap style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2013</font></p>
  </td>
 <td height=17 style="border:none;height:12.75pt;">&nbsp;</td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 style="border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(unaudited)</font></p>
  </td>
 <td nowrap style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap style="border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td height=17 style="border:none;height:12.75pt;">&nbsp;</td>
 </tr>
<tr style="height:13.5pt;">
  <td colspan=7 nowrap style="border:none;border-bottom:none black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Assets</font></b></p>
  </td>
 <td height=18 style="border:none;height:13.5pt;">&nbsp;</td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=2 nowrap valign=bottom style="background:#B7DEE8;border:none;border-bottom:none black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Investments, at
  fair value (amortized cost of $311,488,307</font></p>
  </td>
 <td nowrap valign=bottom style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td height=15 style="border:none;height:11.25pt;">&nbsp;</td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=2 nowrap valign=bottom style="background:#B7DEE8;border:none;border-bottom:none black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;&#160;&#160; and
  $103,414,685, respectively)</font></p>
  </td>
 <td nowrap valign=bottom style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">312,176,748 </font></p>
  </td>
 <td nowrap valign=bottom style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">104,518,913 </font></p>
  </td>
 <td height=15 style="border:none;height:11.25pt;">&nbsp;</td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=2 nowrap valign=bottom style="border:none;border-bottom:none black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Cash</font></p>
  </td>
 <td nowrap valign=bottom style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">14,845,190 </font></p>
  </td>
 <td nowrap valign=bottom style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">449,912 </font></p>
  </td>
 <td height=15 style="border:none;height:11.25pt;">&nbsp;</td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=2 nowrap valign=bottom style="background:#B7DEE8;border:none;border-bottom:none black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Due from
  counterparty<sup>(1)</sup></font></p>
  </td>
 <td nowrap valign=bottom style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">99,900,239 </font></p>
  </td>
 <td nowrap valign=bottom style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">40,703,777 </font></p>
  </td>
 <td height=15 style="border:none;height:11.25pt;">&nbsp;</td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=2 nowrap valign=bottom style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Reimbursements from
  IIG, net<sup>(2)</sup></font></p>
  </td>
 <td nowrap valign=bottom style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">83,320 </font></p>
  </td>
 <td nowrap valign=bottom style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">545,593 </font></p>
  </td>
 <td height=15 style="border:none;height:11.25pt;">&nbsp;</td>
 </tr>
<tr style="height:13.5pt;">
  <td colspan=2 nowrap valign=bottom style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Prepaid expenses</font></p>
  </td>
 <td nowrap valign=bottom style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom style="background:#B7DEE8;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">239,858 </font></p>
  </td>
 <td nowrap valign=bottom style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom style="background:#B7DEE8;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">98,990 </font></p>
  </td>
 <td height=18 style="border:none;height:13.5pt;">&nbsp;</td>
 </tr>
<tr style="height:13.5pt;">
  <td colspan=2 nowrap valign=bottom style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Interest
  receivable on investments</font></p>
  </td>
 <td nowrap valign=bottom style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom style="height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,380,331 </font></p>
  </td>
 <td nowrap valign=bottom style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom style="height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">415,416 </font></p>
  </td>
 <td height=18 style="border:none;height:13.5pt;">&nbsp;</td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=2 nowrap valign=bottom style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Receivable due
  on investments sold</font></p>
  </td>
 <td nowrap valign=bottom style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">8,628,948 </font></p>
  </td>
 <td nowrap valign=bottom style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">535,513 </font></p>
  </td>
 <td height=15 style="border:none;height:11.25pt;">&nbsp;</td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=2 nowrap valign=bottom style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Unrealized
  appreciation on total return swap<sup>(1)</sup></font></p>
  </td>
 <td nowrap valign=bottom style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,548,617 </font></p>
  </td>
 <td height=15 style="border:none;height:11.25pt;">&nbsp;</td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=2 nowrap valign=bottom style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Receivable due
  on total return swap<sup>(1)</sup></font></p>
  </td>
 <td nowrap valign=bottom style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2,731,506 </font></p>
  </td>
 <td nowrap valign=bottom style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,801,665 </font></p>
  </td>
 <td height=15 style="border:none;height:11.25pt;">&nbsp;</td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=2 nowrap valign=bottom style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total assets</font></p>
  </td>
 <td nowrap valign=bottom style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">439,986,140 </font></p>
  </td>
 <td nowrap valign=bottom style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">150,618,396 </font></p>
  </td>
 <td height=15 style="border:none;height:11.25pt;">&nbsp;</td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td height=15 style="border:none;height:11.25pt;">&nbsp;</td>
 </tr>
<tr style="height:10.35pt;">
  <td colspan=7 nowrap valign=bottom style="border:none;border-bottom:none black 1.0pt;height:10.35pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Liabilities and Shareholders' Equity</font></b></p>
  </td>
 <td height=14 style="border:none;height:10.35pt;">&nbsp;</td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=2 nowrap valign=bottom style="border:none;border-bottom:none black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Liabilities</font></b></p>
  </td>
 <td nowrap valign=bottom style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td height=15 style="border:none;height:11.25pt;">&nbsp;</td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=2 nowrap valign=bottom style="background:#B7DEE8;border:none;border-bottom:none black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Payable for
  investments purchased</font></p>
  </td>
 <td nowrap valign=bottom style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">37,416,374 </font></p>
  </td>
 <td nowrap valign=bottom style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">3,462,700 </font></p>
  </td>
 <td height=15 style="border:none;height:11.25pt;">&nbsp;</td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=2 nowrap valign=bottom style="border:none;border-bottom:none black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Shareholders'
  distributions payable<sup>(3)</sup></font></p>
  </td>
 <td nowrap valign=bottom style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2,880,906 </font></p>
  </td>
 <td nowrap valign=bottom style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">895,704 </font></p>
  </td>
 <td height=15 style="border:none;height:11.25pt;">&nbsp;</td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=2 nowrap valign=bottom style="background:#B7DEE8;border:none;border-bottom:none black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Accounts payable
  and accrued expenses</font></p>
  </td>
 <td nowrap valign=bottom style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">562,661 </font></p>
  </td>
 <td nowrap valign=bottom style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">608,938 </font></p>
  </td>
 <td height=15 style="border:none;height:11.25pt;">&nbsp;</td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=2 nowrap valign=bottom style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Accrued
  management fees</font></p>
  </td>
 <td nowrap valign=bottom style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,739,759 </font></p>
  </td>
 <td nowrap valign=bottom style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td height=15 style="border:none;height:11.25pt;">&nbsp;</td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=2 nowrap valign=bottom style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Accrued
  administrative services expense</font></p>
  </td>
 <td nowrap valign=bottom style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">376,806 </font></p>
  </td>
 <td nowrap valign=bottom style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td height=15 style="border:none;height:11.25pt;">&nbsp;</td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=2 nowrap valign=bottom style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Accrued
  recoupment of expense reimbursements from IIG<sup>(2)</sup></font></p>
  </td>
 <td nowrap valign=bottom style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">22,530 </font></p>
  </td>
 <td nowrap valign=bottom style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td height=15 style="border:none;height:11.25pt;">&nbsp;</td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=2 nowrap valign=bottom style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Due to IIG -
  offering expenses</font></p>
  </td>
 <td nowrap valign=bottom style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">550,000 </font></p>
  </td>
 <td height=15 style="border:none;height:11.25pt;">&nbsp;</td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=2 nowrap valign=bottom style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Unrealized
  depreciation on total return swap<sup>(1)</sup></font></p>
  </td>
 <td nowrap valign=bottom style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">340,858 </font></p>
  </td>
 <td nowrap valign=bottom style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td height=15 style="border:none;height:11.25pt;">&nbsp;</td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=2 nowrap valign=bottom style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Accrued capital
  gains incentive fee<sup>(4)</sup></font></p>
  </td>
 <td nowrap valign=bottom style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">688,520 </font></p>
  </td>
 <td nowrap valign=bottom style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">530,569 </font></p>
  </td>
 <td height=15 style="border:none;height:11.25pt;">&nbsp;</td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=2 nowrap valign=bottom style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total
  liabilities</font></p>
  </td>
 <td nowrap valign=bottom style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">44,028,414 </font></p>
  </td>
 <td nowrap valign=bottom style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">6,047,911 </font></p>
  </td>
 <td height=15 style="border:none;height:11.25pt;">&nbsp;</td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td height=15 style="border:none;height:11.25pt;">&nbsp;</td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=2 nowrap valign=bottom style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Commitments and
  contingencies (Note 4 and Note 10)</font></p>
  </td>
 <td nowrap valign=bottom style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td height=15 style="border:none;height:11.25pt;">&nbsp;</td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td height=15 style="border:none;height:11.25pt;">&nbsp;</td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=2 nowrap valign=bottom style="border:none;border-bottom:none black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Shareholders'
  Equity</font></b></p>
  </td>
 <td nowrap valign=bottom style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td height=15 style="border:none;height:11.25pt;">&nbsp;</td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=2 nowrap valign=bottom style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Common stock,
  $0.001 par value; 500,000,000 shares authorized; </font></p>
  </td>
 <td nowrap valign=bottom style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td height=15 style="border:none;height:11.25pt;">&nbsp;</td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=2 nowrap valign=bottom style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;&#160;&#160; 42,532,137
  and 15,510,178 shares issued and outstanding, respectively</font></p>
  </td>
 <td nowrap valign=bottom style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">42,532 </font></p>
  </td>
 <td nowrap valign=bottom style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">15,510 </font></p>
  </td>
 <td height=15 style="border:none;height:11.25pt;">&nbsp;</td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=2 nowrap valign=bottom style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Capital in
  excess of par value</font></p>
  </td>
 <td nowrap valign=bottom style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">396,256,131 </font></p>
  </td>
 <td nowrap valign=bottom style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">142,402,255 </font></p>
  </td>
 <td height=15 style="border:none;height:11.25pt;">&nbsp;</td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=2 nowrap valign=bottom style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Accumulated
  distributions in excess of net investment income</font></p>
  </td>
 <td nowrap valign=bottom style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(688,520)</font></p>
  </td>
 <td nowrap valign=bottom style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(500,125)</font></p>
  </td>
 <td height=15 style="border:none;height:11.25pt;">&nbsp;</td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=2 nowrap valign=bottom style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Accumulated net unrealized
  appreciation on investments</font></p>
  </td>
 <td nowrap valign=bottom style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">688,441 </font></p>
  </td>
 <td nowrap valign=bottom style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,104,228 </font></p>
  </td>
 <td height=15 style="border:none;height:11.25pt;">&nbsp;</td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=2 nowrap valign=bottom style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Accumulated net
  unrealized (depreciation) appreciation on total return swap<sup>(1)</sup></font></p>
  </td>
 <td nowrap valign=bottom style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(340,858)</font></p>
  </td>
 <td nowrap valign=bottom style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,548,617 </font></p>
  </td>
 <td height=15 style="border:none;height:11.25pt;">&nbsp;</td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=2 nowrap valign=bottom style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total
  shareholders' equity</font></p>
  </td>
 <td nowrap valign=bottom style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">395,957,726 </font></p>
  </td>
 <td nowrap valign=bottom style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">144,570,485 </font></p>
  </td>
 <td height=15 style="border:none;height:11.25pt;">&nbsp;</td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td height=15 style="border:none;height:11.25pt;">&nbsp;</td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=2 nowrap valign=bottom style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total
  liabilities and shareholders' equity</font></p>
  </td>
 <td nowrap valign=bottom style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">439,986,140 </font></p>
  </td>
 <td nowrap valign=bottom style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">150,618,396 </font></p>
  </td>
 <td height=15 style="border:none;height:11.25pt;">&nbsp;</td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td height=15 style="border:none;height:11.25pt;">&nbsp;</td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=2 nowrap valign=bottom style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net asset value
  per share of common stock at end of period</font></p>
  </td>
 <td nowrap valign=bottom style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">9.31 </font></p>
  </td>
 <td nowrap valign=bottom style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">9.32 </font></p>
  </td>
 <td height=16 style="border:none;height:12.0pt;">&nbsp;</td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td height=16 style="border:none;height:12.0pt;">&nbsp;</td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=2 nowrap valign=bottom style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Shares of common
  stock outstanding</font></p>
  </td>
 <td nowrap valign=bottom style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">42,532,137 </font></p>
  </td>
 <td nowrap valign=bottom style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">15,510,178 </font></p>
  </td>
 <td height=16 style="border:none;height:12.0pt;">&nbsp;</td>
 </tr>
<tr style="height:7.5pt;">
  <td nowrap style="border:none;border-bottom:solid black 1.0pt;height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap style="border:none;border-bottom:solid black 1.0pt;height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap style="border:none;height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap style="border:none;height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap style="border:none;height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap style="border:none;height:7.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td height=10 style="border:none;height:7.5pt;">&nbsp;</td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=7 nowrap valign=top style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(1)</font></sup><font color=black face="Times New Roman,serif" style="font-size:9.0pt;"> See Note 7 for a discussion of the
  Company&#8217;s total return swap agreement. </font></p>
  </td>
 <td height=15 style="border:none;height:11.25pt;">&nbsp;</td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=7 nowrap valign=top style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(2)</font></sup><font color=black face="Times New Roman,serif" style="font-size:9.0pt;"> See Note 4 for a discussion of expense
  reimbursements from ICON Investment Group, LLC, or IIG, and recoupment of
  expense reimbursements.</font></p>
  </td>
 <td height=15 style="border:none;height:11.25pt;">&nbsp;</td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=7 nowrap valign=top style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(3)</font></sup><font color=black face="Times New Roman,serif" style="font-size:9.0pt;"> See Note 5 for a discussion of the
  sources of distributions paid by the Company.</font></p>
  </td>
 <td height=15 style="border:none;height:11.25pt;">&nbsp;</td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=7 valign=top style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(4)</font></sup><font color=black face="Times New Roman,serif" style="font-size:9.0pt;"> See Note 2 and Note 4 for a discussion
  of the methodology employed by the Company in calculating the capital gains
  incentive fee.</font></p>
  </td>
 <td height=16 style="border:none;height:12.0pt;">&nbsp;</td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td height=15 style="border:none;height:11.25pt;">&nbsp;</td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=7 nowrap style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">See accompanying notes to consolidated
  financial statements.</font></p>
  </td>
 <td height=16 style="border:none;height:12.0pt;">&nbsp;</td>
 </tr>
</table></div>




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<p style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-line-height-rule:exactly;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;mso-pagination:widow-orphan no-line-numbers;"><font face=Calibri,sans-serif style="border:none;mso-fareast-font-family:Calibri;"><font face=Calibri,sans-serif lang=EN-US style="font-size:11.0pt;line-height:.7pt;">&nbsp;</font></font></p>


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<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;text-align:center;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">C&#298;ON In<a name=IS></a><a name="IS_bclEnd"></a>vestment
Corporation</font></b></font></p>

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;text-align:center;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Consolidated Statements of Operations</font></b></font></p>

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;text-align:center;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">(unaudited)</font></b></font></p>

<p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;">&nbsp;</font></p>

<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:24.0pt;">
  <td nowrap valign=bottom width=2% style="height:24.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=4% style="height:24.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=39% style="height:24.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=5 valign=bottom width=27% style="border:none;border-bottom:solid black 1.0pt;height:24.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Three Months Ended</font></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">September 30, </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:24.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=5 valign=bottom width=27% style="border:none;border-bottom:solid black 1.0pt;height:24.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Nine Months Ended</font></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">September 30, </font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=4% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=39% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=13% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2014</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=13% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2013</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=13% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2014</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=13% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2013</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td colspan=3 nowrap valign=bottom width=45% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Investment
  income</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=11% style="border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=11% style="border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=11% style="border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=3 nowrap valign=bottom width=45% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Interest income</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">4,793,982 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">494,701 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">10,628,790 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">808,321 </font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=3 nowrap valign=bottom width=45% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Fee income</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">287,578 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">287,578 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=3 nowrap valign=bottom width=45% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 13.5pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total investment
  income</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">5,081,560 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">494,701 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">10,916,368 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">808,321 </font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=4% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=39% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=3 nowrap valign=bottom width=45% style="background:#B7DEE8;border:none;border-bottom:none black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Operating
  expenses</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=3 nowrap valign=bottom width=45% style="border:none;border-bottom:none black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Management fees</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,739,759 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">248,225 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">3,951,772 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">413,748 </font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=3 nowrap valign=bottom width=45% style="background:#B7DEE8;border:none;border-bottom:none black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Administrative
  services expense</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">376,806 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">144,462 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,222,421 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">715,653 </font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=3 nowrap valign=bottom width=45% style="border:none;border-bottom:none black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Capital gains
  incentive fee<sup>(1)</sup></font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(497,508)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">128,766 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">247,565 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">303,494 </font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=3 nowrap valign=bottom width=45% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Offering
  expenses - IIG</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">591,475 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=3 nowrap valign=bottom width=45% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">General and
  administrative<sup>(2)</sup></font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">866,405 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">667,704 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2,942,020 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,928,582 </font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=3 nowrap valign=bottom width=45% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 13.5pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total expenses </font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2,485,462 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,189,157 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">8,955,253 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">3,361,477 </font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=3 nowrap valign=bottom width=45% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Expense
  reimbursements from IIG<sup>(3)</sup></font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(1,296,834)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(1,048,858)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(3,263,743)</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=3 nowrap valign=bottom width=45% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Recoupment of
  expense reimbursements from IIG<sup>(3)</sup></font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;22,530 &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">622,156 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=3 nowrap valign=bottom width=45% style="height:11.25pt;padding:0in 0in 0in 13.5pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net operating
  expenses</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2,507,992 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(107,677)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">8,528,551 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">97,734 </font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=3 nowrap valign=bottom width=45% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 13.5pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net investment
  income </font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2,573,568 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">602,378 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2,387,817 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">710,587 </font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=4% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=39% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=11% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=11% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=11% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=11% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=3 nowrap valign=bottom width=45% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Realized and
  unrealized gains</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=11% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=11% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=11% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=11% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=3 nowrap valign=bottom width=45% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net realized
  gain on investments</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">971,457 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,381 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,355,562 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">16,352 </font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=3 nowrap valign=bottom width=45% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net change in
  unrealized (depreciation) appreciation on investments</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(1,629,436)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">220,148 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(415,787)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">535,161 </font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=3 nowrap valign=bottom width=45% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net realized
  gain on total return swap<sup>(4)</sup></font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">4,135,243 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">799,698 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">11,898,784 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,591,711 </font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=3 nowrap valign=bottom width=45% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net change in
  unrealized (depreciation) appreciation on total return swap<sup>(4)</sup></font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(1,912,752)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">284,001 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(1,889,475)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">371,569 </font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=3 valign=bottom width=45% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 13.5pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total net
  realized and unrealized gains</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,564,512 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,305,228 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">10,949,084 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2,514,793 </font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=4% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=39% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=11% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=11% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=11% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=11% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=3 nowrap valign=bottom width=45% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net increase in
  net assets resulting from operations </font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">4,138,080 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,907,606 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">13,336,901 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">3,225,380 </font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=4% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=39% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=11% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=11% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=11% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=11% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=3 nowrap valign=bottom width=45% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Per share
  information&#8212;basic and diluted</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=11% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=11% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=11% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=11% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=4% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=39% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=11% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=11% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=11% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=11% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=3 nowrap valign=bottom width=45% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net increase in
  net assets per share resulting from operations</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.11 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.32 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.46 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.96 </font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=4% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=39% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=11% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=11% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=11% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=11% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=3 nowrap valign=bottom width=45% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Weighted average
  shares of common stock outstanding</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">37,849,989 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">6,019,520 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">28,878,907 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">3,371,894 </font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=4% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=39% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=top width=2% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(1)</font></sup></p>
  </td>
 <td colspan=13 width=98% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">See Note 2 and Note 4 for a discussion of the methodology
  employed by the Company in calculating the capital gains incentive fee.</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=top width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(2)</font></sup></p>
  </td>
 <td colspan=13 width=98% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">See Note 9 for details of the Company's general and
  administrative expenses. See Note 2 for details of the Company's organization
  costs and offering expenses included in general and administrative expense.</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=top width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(3)</font></sup></p>
  </td>
 <td colspan=13 width=98% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">See Note 4 for a discussion of expense reimbursements from IIG
  and recoupment of expense reimbursements.</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=top width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(4)</font></sup></p>
  </td>
 <td colspan=13 width=98% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">See Note 7 for a discussion of the Company&#8217;s total return swap
  agreement.</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=top width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=4% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=39% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=11% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=11% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=11% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=11% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=14 nowrap valign=bottom width=100% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">See accompanying notes to consolidated
  financial statements.</font></p>
  </td>
 </tr>
</table></div>



<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;text-align:center;"><a name=NA></a><a name="NA_bclEnd"></a></p>
<DIV bclFooter>


<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-add-space:auto;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">2</font></font></p>


</DIV>
</DIV><HR noshade STYLE="page-break-after: always" align="center" width="100%" size=2><a name="page_5"></a><DIV bclPageBorder STYLE="PADDING-TOP: 0in; PADDING-BOTTOM: 0in; WIDTH: 100%; PADDING-RIGHT: 0in; PADDING-LEFT: 0in">

<DIV bclHeader>


<p style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-line-height-rule:exactly;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;mso-pagination:widow-orphan no-line-numbers;"><font face=Calibri,sans-serif style="border:none;mso-fareast-font-family:Calibri;"><font face=Calibri,sans-serif lang=EN-US style="font-size:11.0pt;line-height:.7pt;">&nbsp;</font></font></p>


</DIV>
<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;text-align:center;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">C&#298;ON Investment Corporation</font></b></font></p>

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;text-align:center;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Consolidated Statements of Changes in Net
Assets</font></b></font></p>

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;text-align:center;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">(unaudited)</font></b></font></p>

<p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;">&nbsp;</font></p>

<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:12.0pt;">
  <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=62% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=5 valign=bottom width=32% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Nine Months Ended</font></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">September 30, </font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=3% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=62% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=15% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2014</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-top:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=15% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2013</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=3 nowrap valign=bottom width=68% style="height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Changes in
  net assets from operations:</font></b></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;border-top:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;border-top:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=65% style="background:#B7DEE8;height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net investment
  income</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;height:11.25pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2,387,817 </font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;height:11.25pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">710,587 </font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=3% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=65% style="height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net realized
  gain on investments</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:11.25pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,355,562 </font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:11.25pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">16,352 </font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=65% style="background:#B7DEE8;height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net change in
  unrealized (depreciation) appreciation on investments</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(415,787)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;height:11.25pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">535,161 </font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=3% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=65% style="height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net realized
  gain on total return swap<sup>(1)</sup></font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:11.25pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">11,898,784 </font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:11.25pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,591,711 </font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=65% style="background:#B7DEE8;height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net change in
  unrealized (depreciation) appreciation on total return swap<sup>(1)</sup></font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(1,889,475)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">371,569 </font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=3% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=62% style="height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net increase in
  net assets resulting from operations</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">13,336,901 </font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">3,225,380 </font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=3 nowrap valign=bottom width=68% style="background:#B7DEE8;height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Changes in
  net assets from shareholders' distributions:<sup>(2)</sup></font></b></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=12% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=12% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=3% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=65% style="height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net investment
  income</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=12% style="height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;(2,387,817)&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=12% style="height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;(208,988)&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=65% style="background:#B7DEE8;height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net realized
  gain on total return swap</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=12% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=12% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=3% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=65% style="height:11.25pt;padding:0in 2.0pt 0in 8.75pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160; Net
  interest and other income from TRS portfolio</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(9,794,608)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(997,321)</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=65% style="background:#B7DEE8;height:11.25pt;padding:0in 2.0pt 0in 8.75pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160; Net
  gain on TRS loan sales</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(2,104,176)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(594,488)</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=3% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=65% style="height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net realized
  gain on investments</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(1,355,562)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(16,396)</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=65% style="background:#B7DEE8;height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Other sources<sup>(3)</sup></font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(188,395)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=3% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=62% style="height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net decrease in
  net assets from shareholders' distributions</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(15,830,558)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(1,817,193)</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=3 nowrap valign=bottom width=68% style="background:#B7DEE8;height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Changes in
  net assets from capital share transactions:</font></b></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=12% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=12% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=3% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=65% style="height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Issuance of
  common stock, net of issuance costs of $24,028,217 and $6,545,134,
  respectively</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:11.25pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">246,453,505 </font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:11.25pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">65,858,114 </font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=65% style="background:#B7DEE8;height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Reinvestment of
  shareholder distributions</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;height:11.25pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">7,620,124 </font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;height:11.25pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">641,967 </font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=3% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=65% style="height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Repurchase of
  common stock</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(192,731)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:11.25pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=65% style="background:#B7DEE8;height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Amortization of
  deferred offering expenses</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(747,945)</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=3% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=62% style="height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net increase in
  net assets resulting from capital share transactions</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">253,880,898 </font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">65,752,136 </font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=62% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 13.5pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=12% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=12% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=3 nowrap valign=bottom width=68% style="height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total increase
  in net assets</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:11.25pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">251,387,241 </font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:11.25pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">67,160,323 </font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=3 nowrap valign=bottom width=68% style="background:#B7DEE8;height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net assets at
  beginning of period</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">144,570,485 </font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">4,487,115 </font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=3 nowrap valign=bottom width=68% style="height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net assets at
  end of period</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">395,957,726 </font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">71,647,438 </font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=62% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=12% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=12% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=3 nowrap valign=bottom width=68% style="height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net asset value
  per share of common stock at end of period</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">9.31 </font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">9.29 </font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=3 nowrap valign=bottom width=68% style="background:#B7DEE8;height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Shares of common
  stock outstanding at end of period</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">42,532,137 </font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">7,715,146 </font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=3% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=62% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=3 nowrap valign=bottom width=68% style="background:#B7DEE8;height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Undistributed
  (distributions in excess of) net investment income at end of period</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(688,520)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">504,291 </font></p>
  </td>
 </tr>
<tr style="height:6.0pt;">
  <td valign=bottom width=3% style="border:none;border-bottom:solid black 1.0pt;height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="border:none;border-bottom:solid black 1.0pt;height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=62% style="border:none;border-bottom:solid black 1.0pt;height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="border:none;height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=3 nowrap valign=bottom width=68% style="border:none;height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(1)</font></sup><font color=black face="Times New Roman,serif" style="font-size:9.0pt;"> See Note 7 for a discussion of the
  Company&#8217;s total return swap agreement. </font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></sup></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></sup></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=3 nowrap valign=bottom width=68% style="height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(2)</font></sup><font color=black face="Times New Roman,serif" style="font-size:9.0pt;"> See Note 5 for a discussion of the
  sources of distributions paid by the Company.</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></sup></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></sup></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=8 nowrap valign=bottom width=100% style="height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(3)</font></sup><font color=black face="Times New Roman,serif" style="font-size:9.0pt;"> Includes adjustments made to GAAP basis
  net investment income to arrive at taxable income available for
  distributions.</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=3% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></sup></p>
  </td>
 <td nowrap valign=bottom width=62% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></sup></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></sup></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></sup></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=8 nowrap valign=bottom width=100% style="height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">See accompanying notes to consolidated
  financial statements.</font></p>
  </td>
 </tr>
</table></div>



<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;text-align:center;"><a name=CF></a><a name="CF_bclEnd"></a></p>
<DIV bclFooter>


<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-add-space:auto;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">3</font></font></p>


</DIV>
</DIV><HR noshade STYLE="page-break-after: always" align="center" width="100%" size=2><a name="page_6"></a><DIV bclPageBorder STYLE="PADDING-TOP: 0in; PADDING-BOTTOM: 0in; WIDTH: 100%; PADDING-RIGHT: 0in; PADDING-LEFT: 0in">

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<p style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-line-height-rule:exactly;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;mso-pagination:widow-orphan no-line-numbers;"><font face=Calibri,sans-serif style="border:none;mso-fareast-font-family:Calibri;"><font face=Calibri,sans-serif lang=EN-US style="font-size:11.0pt;line-height:.7pt;">&nbsp;</font></font></p>


</DIV>
<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;text-align:center;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">C&#298;ON Investment Corporation</font></b></font></p>

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;text-align:center;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Consolidated Statements of Cash Flows</font></b></font></p>

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;text-align:center;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">(unaudited)</font></b></font></p>

<p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;">&nbsp;</font></p>

<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:11.25pt;">
  <td colspan=4 nowrap valign=bottom width=69% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=5 valign=bottom width=31% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Nine Months Ended</font></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">September 30, </font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=4 nowrap valign=bottom width=69% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=15% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2014</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-top:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=14% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2013</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=4 nowrap valign=bottom width=69% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Operating
  activities:</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;border-top:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;border-top:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=4 nowrap valign=bottom width=69% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net increase in
  net assets resulting from operations</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">13,336,901 </font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">3,225,380 </font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=4 nowrap valign=bottom width=69% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Adjustments to
  reconcile net increase in net assets resulting from</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=4 nowrap valign=bottom width=69% style="height:11.25pt;padding:0in 0in 0in 13.5pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">operations to
  net cash used in operating activities:</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=3 nowrap valign=bottom width=66% style="background:#B7DEE8;border:none;border-bottom:none black 1.0pt;height:11.25pt;padding:0in 0in 0in 13.5pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net accretion of
  discount on investments</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(235,154)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(14,225)</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=3% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=3 nowrap valign=bottom width=66% style="border:none;border-bottom:none black 1.0pt;height:11.25pt;padding:0in 0in 0in 13.5pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Proceeds from
  principal repayment of investments</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">47,872,665 </font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">769,044 </font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=3 nowrap valign=bottom width=66% style="background:#B7DEE8;border:none;border-bottom:none black 1.0pt;height:11.25pt;padding:0in 0in 0in 13.5pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Purchase of
  investments</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(304,984,125)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(39,867,686)</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=3% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=3 nowrap valign=bottom width=66% style="border:none;border-bottom:none black 1.0pt;height:11.25pt;padding:0in 0in 0in 13.5pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Increase in
  short term investments, net</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(22,678,233)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(9,914,471)</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=3 nowrap valign=bottom width=66% style="background:#B7DEE8;border:none;border-bottom:none black 1.0pt;height:11.25pt;padding:0in 0in 0in 13.5pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Proceeds from
  sale of investments</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">73,306,787 </font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,141,330 </font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=3% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=3 nowrap valign=bottom width=66% style="border:none;border-bottom:none black 1.0pt;height:11.25pt;padding:0in 0in 0in 13.5pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net realized
  gain on investments</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(1,355,562)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(16,352)</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=3 nowrap valign=bottom width=66% style="background:#B7DEE8;border:none;border-bottom:none black 1.0pt;height:11.25pt;padding:0in 0in 0in 13.5pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net unrealized
  depreciation (appreciation) on investments</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">415,787 </font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(535,161)</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=3% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=3 nowrap valign=bottom width=66% style="border:none;border-bottom:none black 1.0pt;height:11.25pt;padding:0in 0in 0in 13.5pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net unrealized
  depreciation (appreciation) on total return swap<sup>(1)</sup></font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,889,475 </font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(371,569)</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=3 nowrap valign=bottom width=66% style="background:#B7DEE8;border:none;border-bottom:none black 1.0pt;height:11.25pt;padding:0in 0in 0in 13.5pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Increase in due
  from counterparty</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(59,196,462)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(19,081,599)</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=3% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=3 nowrap valign=bottom width=66% style="border:none;border-bottom:none black 1.0pt;height:11.25pt;padding:0in 0in 0in 13.5pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Decrease
  (increase) in reimbursements from IIG, net<sup>(2)</sup></font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">462,273 </font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(1,234,427)</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=3 nowrap valign=bottom width=66% style="background:#B7DEE8;border:none;border-bottom:none black 1.0pt;height:11.25pt;padding:0in 0in 0in 13.5pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Increase in
  prepaid expenses</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(140,868)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(52,217)</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=3% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=3 nowrap valign=bottom width=66% style="border:none;border-bottom:none black 1.0pt;height:11.25pt;padding:0in 0in 0in 13.5pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Increase in
  interest receivable on investments</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(964,915)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(163,288)</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=3 nowrap valign=bottom width=66% style="background:#B7DEE8;border:none;border-bottom:none black 1.0pt;height:11.25pt;padding:0in 0in 0in 13.5pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Increase in
  receivable due on investments sold</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(8,093,435)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(26,342)</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=3% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=3 nowrap valign=bottom width=66% style="border:none;border-bottom:none black 1.0pt;height:11.25pt;padding:0in 0in 0in 13.5pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Increase in
  receivable due on total return swap<sup>(1)</sup></font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(929,841)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(2,732,420)</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=3 nowrap valign=bottom width=66% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 13.5pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Increase in
  payable for investments purchased</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">33,953,674 </font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2,822,200 </font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=3% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=3 nowrap valign=bottom width=66% style="height:11.25pt;padding:0in 0in 0in 13.5pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Increase
  (decrease) in accounts payable and accrued expenses</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(46,277)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">559,464 </font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=3 nowrap valign=bottom width=66% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 13.5pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Increase in
  accrued management fees</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,739,759 </font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=3% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=3 nowrap valign=bottom width=66% style="height:11.25pt;padding:0in 0in 0in 13.5pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Increase in
  accrued administrative services expense</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">376,806 </font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=3 nowrap valign=bottom width=66% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 13.5pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Increase
  (decrease) in due to IIG - offering expenses</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(550,000)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">550,000 </font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=3% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=3 nowrap valign=bottom width=66% style="height:11.25pt;padding:0in 0in 0in 13.5pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Increase in
  accrued recoupment of expense reimbursements from IIG<sup>(2)</sup></font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">22,530 </font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=3 nowrap valign=bottom width=66% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 13.5pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Increase in
  accrued capital gains incentive fee </font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">157,951 </font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=4 nowrap valign=bottom width=69% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net cash used in
  operating activities</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(225,640,264)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(64,942,339)</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=5% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=58% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=4 nowrap valign=bottom width=69% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Financing
  activities:</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=3 nowrap valign=bottom width=66% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 13.5pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Gross proceeds
  from issuance of common stock</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">270,481,722 </font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">72,403,248 </font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=3% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=3 nowrap valign=bottom width=66% style="height:11.25pt;padding:0in 0in 0in 13.5pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Commissions and
  dealer manager fees paid</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(24,028,217)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(6,568,234)</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=3 nowrap valign=bottom width=66% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 13.5pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Repurchase of
  common stock</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(192,731)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=3% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=3 nowrap valign=bottom width=66% style="height:11.25pt;padding:0in 0in 0in 13.5pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Shareholders'
  distributions paid<sup>(3)</sup></font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(6,225,232)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(728,187)</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=3 nowrap valign=bottom width=66% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 13.5pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Repayment of
  financing arrangement</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(72,682)</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=4 nowrap valign=bottom width=69% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net cash
  provided by financing activities</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">240,035,542 </font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">65,034,145 </font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=5% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 13.5pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=58% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=4 nowrap valign=bottom width=69% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net increase in
  cash </font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">14,395,278 </font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">91,806 </font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=4 nowrap valign=bottom width=69% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Cash, beginning
  of period</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">449,912 </font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=4 nowrap valign=bottom width=69% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Cash, end of
  period</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">14,845,190 </font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">91,806 </font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=3% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=5% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=58% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=4 nowrap valign=bottom width=69% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Supplemental
  non-cash financing activities:</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=3 nowrap valign=bottom width=66% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Deferred
  offering expenses charged to shareholders' equity</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">747,945 </font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=3% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=3 nowrap valign=bottom width=66% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Reinvestment of
  shareholders' distributions</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">7,620,124 </font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">641,967 </font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=3 nowrap valign=bottom width=66% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Shareholders'
  distributions payable</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2,880,906 </font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">447,039 </font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=3% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=5% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=58% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=9 nowrap valign=bottom width=100% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(1)</font></sup><font color=black face="Times New Roman,serif" style="font-size:9.0pt;"> See Note 7 for a discussion of the
  Company&#8217;s total return swap agreement. </font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=9 nowrap valign=bottom width=100% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(2)</font></sup><font color=black face="Times New Roman,serif" style="font-size:9.0pt;"> See Note 4 for a discussion of expense
  reimbursements from IIG and recoupment of expense reimbursements.</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=9 nowrap valign=bottom width=100% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(3)</font></sup><font color=black face="Times New Roman,serif" style="font-size:9.0pt;"> See Note 5 for a discussion of the
  sources of distributions paid by the Company.</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=3% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=5% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=58% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=9 nowrap valign=bottom width=100% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">See accompanying notes to consolidated
  financial statements.</font></p>
  </td>
 </tr>
</table></div>



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<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;text-align:center;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">C&#298;ON Investment Corporation </font></b></font></p>

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;text-align:center;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Consolidated Schedule of Investments</font></b></font></p>

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;text-align:center;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">September 30, 2014</font></b></font></p>

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;text-align:center;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">(unaudited)</font></b></font></p>

<p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;">&nbsp;</font></p>

<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:10.5pt;">
  <td colspan=2 nowrap valign=bottom width=36% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Portfolio
  Company<sup>(a)</sup></font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Index Rate<sup>(b)</sup></font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=17% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Industry</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=11% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Principal/Par</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Amount</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=11% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Amortized</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Cost</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=11% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Fair</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Value<sup>(c)</sup></font></b></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=2 nowrap valign=bottom width=36% style="border:none;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Senior
  Secured First Lien Term Loans - 16.9%</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=17% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=11% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=11% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=11% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=35% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Accruent, LLC,
  L+450, 1.25% LIBOR Floor, 11/25/2019</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">High Tech
  Industries</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;4,468,325 &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;4,458,061 &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;4,457,154 &nbsp;</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=35% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Blue Bird Body
  Company, L+550, 1.00% LIBOR Floor, 6/26/2020</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Automotive</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;2,463,235 &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;2,341,084 &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;2,432,445 &nbsp;</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=35% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Distribution
  International, Inc., L+650, 1.00% LIBOR Floor, 7/16/2019</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Construction
  &amp; Building</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;2,468,750 &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;2,452,018 &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;2,474,922 &nbsp;</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=35% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">ECI Acquisition
  Holdings, Inc., L+625, 1.00% LIBOR Floor, 3/11/2019<sup>(d)</sup></font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">High Tech
  Industries</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;8,234,620 &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;8,187,990 &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;8,193,447 &nbsp;</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=35% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">F+W Media, Inc.,
  L+650, 1.25% LIBOR Floor, 6/30/2019</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Media:
  Diversified &amp; Production</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;6,526,340 &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;6,293,422 &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;6,518,182 &nbsp;</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=35% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Ignite
  Restaurant Group, Inc., L+700, 1.00% LIBOR Floor, 2/13/2019</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Beverage, Food,
  &amp; Tobacco</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;15,000,000 &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;14,779,231 &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;14,850,000 &nbsp;</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=35% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Infogroup Inc.,
  L+600, 1.50% LIBOR Floor, 5/26/2018<sup>(e)</sup></font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">6 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Media:
  Advertising, Printing &amp; Publishing</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;10,828,481 &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;10,249,470 &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;10,219,379 &nbsp;</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=35% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">SK Spice
  S.&#193;.R.L, L+825, 1.25% LIBOR Floor, 9/30/2018<sup>(f)</sup></font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Chemicals,
  Plastics, &amp; Rubber</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;1,762,203 &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;1,732,556 &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;1,785,332 &nbsp;</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=35% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Smile Brands
  Group, Inc., L+625, 1.25% LIBOR Floor, 8/16/2019</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">6 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Healthcare &amp;
  Pharmaceuticals</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;5,346,000 &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;5,246,622 &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;5,259,128 &nbsp;</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=35% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Sprint
  Industrial Holdings, LLC, L+575, 1.25% LIBOR Floor, 5/14/2019</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Energy: Oil
  &amp; Gas</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;1,445,581 &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;1,433,079 &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;1,449,195 &nbsp;</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=35% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Survey Sampling
  International, LLC, L+450, 1.00% LIBOR Floor, 12/12/2019</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Services:
  Business</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;3,209,375 &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;3,180,711 &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;3,193,328 &nbsp;</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=35% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">TOPPS Company,
  Inc., L+600, 1.25% LIBOR Floor, 10/2/2018</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Consumer Goods:
  Non-Durable</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;2,094,175 &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;2,059,387 &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;2,067,998 &nbsp;</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=35% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">US Joiner
  Holding Company, L+600, 1.00% LIBOR Floor, 4/16/2020</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Capital
  Equipment</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;3,965,038 &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;3,908,724 &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;3,955,125 &nbsp;</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=2 nowrap valign=bottom width=36% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Total Senior
  Secured First Lien Term Loans</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;66,322,355 &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;66,855,635 &nbsp;</font></p>
  </td>
 </tr>
<tr style="height:15.75pt;">
  <td colspan=2 nowrap valign=bottom width=36% style="height:15.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Senior
  Secured Second Lien Term Loans - 45.7%</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:15.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=9% style="height:15.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:15.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=17% style="height:15.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:15.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:15.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:15.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:15.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:15.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;height:15.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:15.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:15.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;height:15.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=35% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Active Network,
  Inc., L+850, 1.00% LIBOR Floor, 11/15/2021</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">High Tech
  Industries</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;2,359,592 &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;2,348,777 &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;2,375,077 &nbsp;</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=35% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">ALM Media, LLC,
  L+800, 1.00% LIBOR Floor, 7/30/2021</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Media:
  Advertising, Printing &amp; Publishing</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;10,343,750 &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;10,139,402 &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;10,473,047 &nbsp;</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=35% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">American
  Residential Services LLC, L+800, 1.00% LIBOR Floor, 12/31/2021</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Construction
  &amp; Building</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;3,700,000 &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;3,663,000 &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;3,700,000 &nbsp;</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=35% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Drew Marine
  Group, Inc., L+700, 1.00% LIBOR Floor, 5/19/2021<sup>(f)</sup></font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Chemicals, Plastics,
  &amp; Rubber</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;5,000,000 &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;5,003,069 &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;5,025,000 &nbsp;</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=35% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">EISI LLC, L+850,
  1.00% LIBOR Floor, 9/23/2020</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">High Tech
  Industries</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;20,000,000 &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;19,650,840 &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;19,650,000 &nbsp;</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=35% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Elements
  Behavioral Health, Inc., L+825, 1.00% LIBOR Floor, 2/11/2020</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Healthcare &amp;
  Pharmaceuticals</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;5,000,000 &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;4,953,277 &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;4,950,000 &nbsp;</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=35% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Emerald 3
  Limited, L+700, 1.00% LIBOR Floor, 5/16/2022<sup>(f)</sup></font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Environmental
  Industries</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;5,000,000 &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;4,950,000 &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;4,975,000 &nbsp;</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=35% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">FRAM Group
  Holdings Inc., L+900, 1.50% LIBOR Floor, 1/29/2018</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Automotive</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;107,482 &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;105,205 &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;106,676 &nbsp;</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=35% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">GCA Services
  Group, Inc., L+800, 1.25% LIBOR Floor, 11/1/2020</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">6 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Services:
  Consumer</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;800,000 &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;796,649 &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;800,000 &nbsp;</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=35% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Genex Holdings,
  Inc., L+775, 1.00% LIBOR Floor, 5/30/2022<sup>(e)</sup></font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Services:
  Business</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;9,910,000 &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;9,860,629 &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;9,860,450 &nbsp;</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=35% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Global Tel*Link
  Corporation, L+775, 1.25% LIBOR Floor, 11/23/2020</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Services:
  Business</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;9,500,000 &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;9,484,836 &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;9,452,500 &nbsp;</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=35% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">H.D. Vest, Inc.,
  L+800, 1.25% LIBOR Floor, 6/18/2019</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Banking,
  Finance, Insurance &amp; Real Estate</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;854,000 &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;845,594 &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;845,460 &nbsp;</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=35% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">IBC Capital
  Limited, L+700, 1.00% LIBOR Floor, 9/9/2022<sup>(e)(f)</sup></font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Containers,
  Packaging, &amp; Glass</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;7,506,000 &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;7,487,265 &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;7,506,000 &nbsp;</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=35% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Institutional
  Shareholder Services Inc., L+750, 1.00% LIBOR Floor, 4/30/2022</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Services:
  Business</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;5,860,000 &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;5,833,066 &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;5,830,700 &nbsp;</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=35% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Landslide
  Holdings, Inc., L+725, 1.00% LIBOR Floor, 2/25/2021</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Services:
  Business</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;9,830,121 &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;9,847,210 &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;9,756,395 &nbsp;</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=35% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Learfield
  Communications, Inc., L+775, 1.00% LIBOR Floor, 10/9/2021</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Media:
  Broadcasting &amp; Subscription</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;1,417,333 &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;1,404,226 &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;1,415,561 &nbsp;</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=35% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Mergermarket
  USA, Inc., L +650, 1.00% LIBOR Floor, 2/4/2022</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">6 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Services: Business</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;2,000,000 &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;1,990,000 &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;1,945,000 &nbsp;</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=35% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">MSC.Software
  Corporation, L+750, 1.00% LIBOR Floor, 5/29/2021</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">High Tech
  Industries</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;7,820,000 &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;7,759,267 &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;7,702,700 &nbsp;</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=35% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Pelican
  Products, Inc., L+825, 1.00% LIBOR Floor, 4/11/2021</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Chemicals,
  Plastics, &amp; Rubber</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;2,441,459 &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;2,459,770 &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;2,450,614 &nbsp;</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=35% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Securus
  Technologies Holdings, Inc., L+775, 1.25% LIBOR Floor, 4/30/2021</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Telecommunications</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;4,500,000 &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;4,472,352 &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;4,477,500 &nbsp;</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=35% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">SI Organization,
  Inc., L+800, 1.00% LIBOR Floor, 5/23/2020</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Services:
  Business</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;1,511,000 &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;1,496,440 &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;1,537,442 &nbsp;</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=35% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">SMG, L+825,
  1.00% LIBOR Floor, 2/27/2021</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Hotel, Gaming,
  &amp; Leisure</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;6,220,000 &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;6,220,000 &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;6,282,200 &nbsp;</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=35% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">TASC, Inc,
  12.00%, 5/23/2021</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Services:
  Business</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;3,141,620 &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;2,989,356 &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;3,055,225 &nbsp;</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=35% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Telecommunications
  Management, LLC, L+800, 1.00% LIBOR Floor, 10/30/2020</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Media:
  Broadcasting &amp; Subscription</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;675,178 &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;670,430 &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;673,491 &nbsp;</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=35% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">TMK Hawk Parent,
  Corp., L+750, 1.00% LIBOR Floor, 8/22/2022<sup>(e)</sup></font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Beverage, Food,
  &amp; Tobacco</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;15,000,000 &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;14,850,000 &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;14,925,000 &nbsp;</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=35% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">U.S. Renal Care,
  Inc., L+900, 1.25% LIBOR Floor, 1/3/2020</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Healthcare &amp;
  Pharmaceuticals</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;485,500 &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;492,123 &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;492,782 &nbsp;</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=35% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Vestcom
  International, Inc., L+775, 1.00% LIBOR Floor, 9/30/2022<sup>(e)</sup></font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Services:
  Business</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;15,000,000 &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;14,925,000 &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;15,000,000 &nbsp;</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=35% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Wand
  Intermediate I LP, L+725, 1.00% LIBOR Floor, 9/19/2022</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Automotive</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;19,000,000 &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;18,857,840 &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;19,071,250 &nbsp;</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=35% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Winebow
  Holdings, Inc., L+750, 1.00% LIBOR Floor, 1/2/2022</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Beverage, Food,
  &amp; Tobacco</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;5,487,489 &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;5,494,711 &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;5,473,770 &nbsp;</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=35% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">WP CPP Holdings,
  LLC, L+775, 1.00% LIBOR Floor, 4/30/2021</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Aerospace &amp;
  Defense</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;1,435,000 &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;1,428,547 &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;1,440,381 &nbsp;</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=2 nowrap valign=bottom width=36% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Total Senior
  Secured Second Lien Term Loans</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;180,478,881 &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;181,249,221 &nbsp;</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=35% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=15 nowrap valign=bottom width=100% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">See accompanying notes to consolidated
  financial statements.</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=35% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 </tr>
</table></div>



<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;text-align:center;"><a name="SOI_0"></a><a name="SOI_0_bclEnd"></a></p>
<DIV bclFooter>


<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-add-space:auto;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">5</font></font></p>


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<p style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-line-height-rule:exactly;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;mso-pagination:widow-orphan no-line-numbers;"><font face=Calibri,sans-serif style="border:none;mso-fareast-font-family:Calibri;"><font face=Calibri,sans-serif lang=EN-US style="font-size:11.0pt;line-height:.7pt;">&nbsp;</font></font></p>


</DIV>
<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;text-align:center;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">C&#298;ON
Investment Corporation </font></b></font></p>

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;text-align:center;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Consolidated Schedule of Investments</font></b></font></p>

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;text-align:center;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">September 30, 2014</font></b></font></p>

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;text-align:center;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">(unaudited)</font></b></font></p>

<p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;">&nbsp;</font></p>

<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:.25in;">
  <td colspan=2 nowrap valign=bottom width=38% style="border:none;border-bottom:solid black 1.0pt;height:.25in;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Portfolio
  Company<sup>(a)</sup></font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:.25in;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;border-bottom:solid black 1.0pt;height:.25in;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Index Rate<sup>(b)</sup></font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:.25in;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=18% style="border:none;border-bottom:solid black 1.0pt;height:.25in;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Industry</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:.25in;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:.25in;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Principal/Par</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Amount</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:.25in;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:.25in;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Amortized</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Cost</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:.25in;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:.25in;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Fair</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Value<sup>(c)</sup></font></b></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=2 nowrap valign=top width=38% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Collateralized
  Securities - 7.6%</font></b></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=bottom width=9% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=18% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=8% style="border:none;border-top:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=8% style="border:none;border-top:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=8% style="border:none;border-top:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=37% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Deutsche Bank AG
  Frankfurt CRAFT 2013-1A Class Credit Linked Note, L+925, 4/17/2020<sup>(f)</sup></font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Diversified
  Financials</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">2,000,000 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">2,037,173 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">2,000,000 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=37% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Deutsche Bank AG
  Frankfurt CRAFT 2013-1X Class Credit Linked Note, L+925, 4/17/2020<sup>(f)</sup></font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=18% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Diversified
  Financials</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">610,000 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">619,989 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">610,000 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=37% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Deutsche Bank AG
  Frankfurt CRAFT 2014-1 Class Credit Linked Note, L+965, 5/15/2019<sup>(f)</sup></font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Diversified
  Financials</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">5,400,000 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">5,400,000 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">5,400,000 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=37% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Great Lakes CLO
  2014-1, Ltd. Class E Notes, L+525, 4/15/2025<sup>(f)</sup></font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=18% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Diversified
  Financials</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">5,000,000 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">4,510,232 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">4,400,000 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=37% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Ivy Hill Middle
  Market Credit Fund VII, Ltd. Class E Notes, L+565, 10/20/2025<sup>(f)</sup></font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Diversified
  Financials</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">2,000,000 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1,857,941 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1,818,900 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=37% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Ivy Hill Middle
  Market Credit Fund VII, Ltd. Subordinated Notes, Residual, 10/20/2025<sup>(f)</sup></font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">N/A</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=18% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Diversified
  Financials</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">2,000,000 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1,901,056 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1,749,840 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=37% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">JFIN CLO 2014,
  Ltd. Class E Notes, L+500, 4/20/2025<sup>(f)</sup></font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Diversified
  Financials</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">2,500,000 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">2,302,802 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">2,231,250 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=37% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">JPMorgan Chase
  Bank, N.A. Credit Link Note, L+1,225, 12/20/2021</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=18% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Diversified
  Financials</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">5,000,000 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">5,000,000 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">5,050,000 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=37% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">NXT Capital CLO
  2014-1, LLC, Class E Notes, L+550, 4/23/2026<sup>(f)</sup></font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Diversified
  Financials</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">7,500,000 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">6,995,976 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">6,750,000 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=2 nowrap width=38% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Total
  Collateralized Securities</font></b></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></sup></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=18% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">30,625,169 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">30,009,990 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=2 nowrap width=38% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Short Term
  Investments - 8.6%<sup>(g)</sup></font></b></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></sup></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=18% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=8% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=8% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=8% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td width=37% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">First American
  Treasury Obligations Fund, Class Z Shares<sup>(h)</sup></font></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></sup></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;34,061,902 &nbsp;</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=8% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;34,061,902 &nbsp;</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=8% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">34,061,902 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=2 nowrap width=38% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Total Short
  Term Investments</font></b></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></sup></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=18% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=8% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=8% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;34,061,902 &nbsp;</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=8% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">34,061,902 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=2 nowrap width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">TOTAL
  INVESTMENTS - 78.8%</font></b></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">$</font></p>
  </td>
 <td nowrap width=8% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;311,488,307 &nbsp;</font></b></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">$</font></b></p>
  </td>
 <td nowrap width=8% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">312,176,748 </font></b></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=2 nowrap width=38% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">OTHER ASSETS
  IN EXCESS OF LIABILITIES - 21.2%</font></b></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td width=18% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=8% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=8% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">$</font></b></p>
  </td>
 <td nowrap width=8% style="border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">83,780,978 </font></b></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=2 width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">NET ASSETS -
  100%</font></b></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">$</font></b></p>
  </td>
 <td nowrap width=8% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">395,957,726 </font></b></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td width=37% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td width=18% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=8% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=8% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=8% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=2 nowrap valign=bottom width=38% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">TOTAL RETURN
  SWAP - (0.1%)</font></b></p>
  </td>
 <td width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td width=18% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Notional</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Amount</font></b></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=8% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Unrealized Appreciation / (Depreciation)</font></b></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td width=37% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Citibank TRS
  Facility (see Note 7)</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border-bottom:double black 2.25pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;365,510,975 &nbsp;</font></b></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border-bottom:double black 2.25pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;(340,858)&nbsp;</font></b></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=red face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=37% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=red face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=red face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=red face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=red face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=18% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=red face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=red face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=red face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=red face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=red face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=red face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=red face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=red face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=red face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=red face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 </tr>
<tr style="height:9.0pt;">
  <td nowrap valign=top width=1% style="border:none;height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(a) </font></sup></p>
  </td>
 <td colspan=14 valign=top width=99% style="border:none;border-bottom:none black 1.0pt;height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">All of the
  Company's debt investments are issued by eligible U.S. portfolio companies,
  as defined in the Investment Company Act of 1940, as amended, or the 1940
  Act, except for investments specifically identified as non-qualifying per
  note (f) below. The Company does not control and is not an affiliate of any
  of the portfolio companies in its investment portfolio.</font></p>
  </td>
 </tr>
<tr style="height:9.0pt;">
  <td nowrap valign=top width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(b)</font></sup></p>
  </td>
 <td colspan=14 valign=top width=99% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">The 1, 3, and 6
  month London Interbank Offered Rate, or LIBOR, rates were 0.15%, 0.24%, and
  0.33%, respectively, as of September 30, 2014.&#160; The applicable LIBOR rate as
  of September 30, 2014 for the loan listed may not be the applicable LIBOR
  rate, as the loan may have been priced or repriced based on a LIBOR rate
  prior to September 30, 2014.</font></p>
  </td>
 </tr>
<tr style="height:9.0pt;">
  <td nowrap valign=top width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(c)</font></sup></p>
  </td>
 <td colspan=14 valign=top width=99% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Fair value
  determined by the Company&#8217;s board of directors (see Note 8). </font></p>
  </td>
 </tr>
<tr style="height:9.0pt;">
  <td nowrap valign=top width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(d) </font></sup></p>
  </td>
 <td colspan=14 valign=top width=99% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">The Company is
  committed to fund an additional $1,724,000 as of September 30, 2014 and
  November 10, 2014 (see Note 6 and Note 10). </font></p>
  </td>
 </tr>
<tr style="height:9.0pt;">
  <td nowrap valign=top width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(e) </font></sup></p>
  </td>
 <td colspan=14 valign=top width=99% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Position or
  portion thereof unsettled as of September 30, 2014.</font></p>
  </td>
 </tr>
<tr style="height:9.0pt;">
  <td nowrap valign=top width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(f)</font></sup></p>
  </td>
 <td colspan=14 valign=top width=99% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">The investment
  is not a qualifying asset under the 1940 Act. A business development company
  may not acquire any asset other than qualifying assets, unless, at the time
  the acquisition is made, qualifying assets represent at least 70% of that
  company&#8217;s total assets as defined under Section 55 of the 1940 Act. As of
  September 30, 2014, 88.8% of the Company&#8217;s total assets represented
  qualifying assets. In addition, as described in Note 7, the Company
  calculates its compliance with the qualifying asset test on a &#8220;look through&#8221;
  basis by treating each loan underlying the total return swap as either a
  qualifying asset or non-qualifying asset based on whether the obligor is an
  eligible portfolio company. On this basis, 85.8% of the Company&#8217;s total
  assets represented qualifying assets as of September 30, 2014.</font></p>
  </td>
 </tr>
<tr style="height:9.0pt;">
  <td nowrap valign=top width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(g)</font></sup></p>
  </td>
 <td colspan=14 valign=top width=99% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Short term
  investments represent an investment in a fund that invests in highly liquid
  investments with original maturity dates of three months or less.</font></p>
  </td>
 </tr>
<tr style="height:9.0pt;">
  <td nowrap valign=top width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(h)</font></sup></p>
  </td>
 <td colspan=14 valign=top width=99% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Effective yield
  as of September 30, 2014 is &lt;0.01%.</font></p>
  </td>
 </tr>
<tr style="height:9.0pt;">
  <td nowrap valign=top width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=37% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=8% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=8% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=8% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:9.0pt;">
  <td colspan=15 nowrap valign=bottom width=100% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">See accompanying notes to consolidated
  financial statements.</font></p>
  </td>
 </tr>
</table></div>



<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;text-align:center;"><a name="SOI_1"></a><a name="SOI_1_bclEnd"></a></p>
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<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-add-space:auto;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

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<p style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-line-height-rule:exactly;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;mso-pagination:widow-orphan no-line-numbers;"><font face=Calibri,sans-serif style="border:none;mso-fareast-font-family:Calibri;"><font face=Calibri,sans-serif lang=EN-US style="font-size:11.0pt;line-height:.7pt;">&nbsp;</font></font></p>


</DIV>
<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;text-align:center;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">C&#298;ON
Investment Corporation </font></b></font></p>

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;text-align:center;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Consolidated Schedule of Investments</font></b></font></p>

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;text-align:center;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">December 31, 2013</font></b></font></p>

<p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;">&nbsp;</font></p>

<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:.25in;">
  <td colspan=2 nowrap valign=bottom width=36% style="border:none;border-bottom:solid black 1.0pt;height:.25in;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Portfolio
  Company<sup>(a)</sup></font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:.25in;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></sup></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;border-bottom:solid black 1.0pt;height:.25in;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Index Rate<sup>(b)</sup></font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:.25in;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=17% style="border:none;border-bottom:solid black 1.0pt;height:.25in;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Industry</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:.25in;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=11% style="border:none;border-bottom:solid black 1.0pt;height:.25in;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Principal/Par</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Amount</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:.25in;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=11% style="border:none;border-bottom:solid black 1.0pt;height:.25in;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Amortized</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Cost</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:.25in;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=11% style="border:none;border-bottom:solid black 1.0pt;height:.25in;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Fair</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Value<sup>(c)</sup></font></b></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=2 nowrap width=36% style="border:none;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Senior
  Secured First Lien Term Loans - 42.7%</font></b></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></sup></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=17% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap width=11% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap width=11% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap width=11% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=35% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">ABRA, Inc.,
  L+600, 1.25% LIBOR Floor, 5/10/2018<sup>(d)</sup></font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Automotive</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">5,980,924 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">5,921,292 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">5,921,115 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=35% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Captive
  Resources Midco, LLC, L+550, 1.25% LIBOR Floor, 10/31/2018</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Banking,
  Finance, Insurance &amp; Real Estate</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">987,500 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">972,809 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">987,500 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=35% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">CHI Overhead
  Doors, L+425, 1.25% LIBOR Floor, 3/18/2019</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Construction
  &amp; Building</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">936,944 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">932,772 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">938,701 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=35% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Collision
  Holding Company, LLC, L+775, 1.25% LIBOR Floor, 5/10/2018</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Automotive</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1,568,127 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1,552,492 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1,552,445 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=35% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Custom Ecology,
  Inc., L+550, 1.25% LIBOR Floor, 6/26/2019</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Environmental
  Industries</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1,900,450 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1,882,554 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1,909,952 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=35% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Distribution
  International, Inc., L+650, 1.00% LIBOR Floor, 7/16/2019</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Construction
  &amp; Building</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">2,487,500 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">2,468,327 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">2,476,555 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=35% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">F+W Media, Inc.,
  L+650, 1.25% LIBOR Floor, 6/30/2019</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Media:
  Diversified &amp; Production</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1,990,000 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1,839,629 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1,920,350 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=35% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Fender Musical
  Instruments Corp., L+450, 1.25% LIBOR Floor, 4/3/2019</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">6 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Consumer Goods:
  Non-Durable</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">447,500 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">443,456 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">455,193 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=35% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">H.D. Vest, Inc.,
  L+450, 1.25% LIBOR Floor, 12/18/2018</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Banking,
  Finance, Insurance &amp; Real Estate</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">597,438 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">593,254 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">594,450 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=35% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">ILC Industries,
  LLC, L+650, 1.50% LIBOR Floor, 7/11/2018</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Consumer Goods:
  Non-Durable</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">4,456,187 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">4,471,616 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">4,467,327 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=35% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Landslide
  Holdings, Inc., L+425, 1.00% LIBOR Floor, 8/9/2019</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Services:
  Business</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">2,449,690 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">2,426,101 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">2,469,594 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=35% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Merrill Corp.,
  L+625, 1.00% LIBOR Floor, 3/8/2018</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Services:
  Business</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">649,021 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">643,301 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">661,729 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=35% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">National
  Surgical Hospitals, Inc., L+450, 1.25% LIBOR Floor, 8/1/2019</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Healthcare &amp;
  Pharmaceuticals</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3,491,250 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3,456,338 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3,526,163 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=35% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Packaging
  Coordinators, Inc., L+425, 1.25% LIBOR Floor, 5/10/2020</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">6 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Containers,
  Packaging &amp; Glass</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1,500,000 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1,492,500 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1,500,000 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=35% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Plano Molding
  Co., Inc., L+425, 1.00% LIBOR Floor, 10/11/2018</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Consumer Goods:
  Non-Durable</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">2,500,000 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">2,484,517 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">2,500,000 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=35% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Prowler
  Acquisition Corp., L+475, 1.25% LIBOR Floor, 3/19/2019</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Energy: Oil
  &amp; Gas</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1,925,000 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1,905,750 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1,915,375 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=35% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">SK Spice
  S.&#193;.R.L, L+825, 1.25% LIBOR Floor, 9/30/2018<sup>(e)</sup></font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Chemicals,
  Plastics &amp; Rubber</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1,775,550 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1,740,993 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1,760,014 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=35% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Smile Brands
  Group, Inc., L+625, 1.25% LIBOR Floor, 8/16/2019</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">12 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Healthcare &amp;
  Pharmaceuticals</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">4,987,500 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">4,892,609 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">4,931,391 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=35% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Sprint
  Industrial Holdings, LLC, L+575, 1.25% LIBOR Floor, 5/14/2019</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Energy: Oil
  &amp; Gas</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1,194,000 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1,182,670 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1,208,925 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=35% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Survey Sampling
  International, LLC, L+450, 1.00% LIBOR Floor, 12/12/2019</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Services:
  Business</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">9,250,000 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">9,158,059 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">9,157,500 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=35% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">The TOPPS
  Company, Inc., L+600, 1.25% LIBOR Floor, 10/2/2018</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Consumer Goods:
  Non-Durable</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">2,110,000 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">2,068,064 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">2,104,725 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=35% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Travel Leaders
  Group, LLC, L+600, 1.00% LIBOR Floor, 12/5/2018</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Services:
  Consumer</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">4,900,000 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">4,607,683 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">4,814,250 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=35% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Wastequip, LLC,
  L+450, 1.00% LIBOR Floor, 8/9/2019</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">6 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Capital
  Equipment</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">2,985,000 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">2,970,869 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3,014,850 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=35% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Westway Group,
  L+400, 1.00% LIBOR Floor, 2/27/2020</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">6 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Services:
  Business</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">992,500 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">988,030 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">999,326 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=2 nowrap width=36% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Total Senior
  Secured First Lien Term Loans</font></b></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></sup></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">61,095,685 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">61,787,430 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=2 nowrap width=36% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Senior
  Secured Second Lien Term Loans - 15.6%</font></b></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=bottom width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=17% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=9% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=9% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=35% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">The Active
  Network, Inc., L+850, 1.00% LIBOR Floor, 11/15/2021</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">High Tech
  Industries</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">2,820,000 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">2,805,900 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">2,876,400 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=35% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Camp
  International Holding Company, L+725, 1.00% LIBOR Floor, 11/30/2019</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Services:
  Business</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">2,029,000 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">2,029,000 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">2,073,384 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=35% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Centaur Gaming,
  L+750, 1.25% LIBOR Floor, 2/20/2020</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">6 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Hotel, Gaming
  &amp; Leisure</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">500,000 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">495,297 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">515,000 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=35% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Digital Insight
  Corporation, L+775, 1.00% LIBOR Floor, 10/16/2020</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Services:
  Business</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">385,000 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">381,237 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">393,181 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=35% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Drew Marine
  Group, Inc., L+700, 1.00% LIBOR Floor, 5/19/2021<sup>(e)</sup></font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Chemicals,
  Plastics &amp; Rubber</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">5,000,000 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">5,003,467 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">5,037,500 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=35% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">GCA Services
  Group, Inc., L+800, 1.25% LIBOR Floor, 11/1/2020</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">6 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Services:
  Consumer</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">800,000 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">796,341 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">813,876 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=35% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">H.D. Vest, Inc.,
  L+800, 1.25% LIBOR Floor, 6/18/2019</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Banking,
  Finance, Insurance &amp; Real Estate</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">854,000 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">844,079 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">845,460 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=35% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Healogics, Inc.,
  L+800, 1.25% LIBOR Floor, 2/5/2020</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">6 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Healthcare &amp;
  Pharmaceuticals</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">500,000 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">495,426 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">511,250 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=35% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Learfield
  Communications, Inc., L+775, 1.00% LIBOR Floor, 10/9/2021</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Media:
  Broadcasting &amp; Subscription</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1,417,333 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1,403,174 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1,452,766 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=35% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">LTS Buyer, LLC,
  L+675, 1.25% LIBOR Floor, 4/12/2021</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">6 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Telecommunications</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">500,000 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">495,233 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">505,835 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=35% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Securus
  Technologies Holdings, Inc., L+775, 1.25% LIBOR Floor, 4/30/2021<sup>(f)</sup></font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Telecommunications</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3,500,000 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3,461,450 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3,467,205 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=35% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">SESAC Holdco II,
  LLC, L+875, 1.25% LIBOR Floor, 8/8/2019</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Media:
  Broadcasting &amp; Subscription</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1,500,000 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1,522,110 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1,537,500 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=35% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Sprint
  Industrial Holdings, LLC, L+1,000, 1.25% LIBOR Floor, 11/14/2019</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Energy: Oil
  &amp; Gas</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">500,000 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">490,421 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">505,000 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=35% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Telecommunications
  Management, LLC, L+800, 1.00% LIBOR Floor, 10/30/2020</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Media: Broadcasting
  &amp; Subscription</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">543,290 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">538,266 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">554,156 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=35% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">WP CPP Holdings,
  LLC, L+775, 1.00% LIBOR Floor, 4/30/2021</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Aerospace &amp;
  Defense</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1,435,000 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1,427,930 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1,463,701 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=2 nowrap width=36% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Total Senior
  Secured Second Lien Term Loans</font></b></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=17% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">22,189,331 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">22,552,214 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=35% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=17% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=15 nowrap width=100% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">See accompanying notes to consolidated
  financial statements.</font></p>
  </td>
 </tr>
</table></div>



<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;text-align:center;"><a name="SOI_2"></a><a name="SOI_2_bclEnd"></a></p>
<DIV bclFooter>


<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-add-space:auto;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">7</font></font></p>


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<DIV bclHeader>


<p style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-line-height-rule:exactly;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;mso-pagination:widow-orphan no-line-numbers;"><font face=Calibri,sans-serif style="border:none;mso-fareast-font-family:Calibri;"><font face=Calibri,sans-serif lang=EN-US style="font-size:11.0pt;line-height:.7pt;">&nbsp;</font></font></p>


</DIV>
<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;text-align:center;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">C&#298;ON
Investment Corporation </font></b></font></p>

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;text-align:center;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Consolidated Schedule of Investments</font></b></font></p>

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;text-align:center;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">December 31, 2013</font></b></font></p>

<p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;">&nbsp;</font></p>

<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:.25in;">
  <td colspan=2 nowrap valign=bottom width=38% style="border:none;border-bottom:solid black 1.0pt;height:.25in;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Portfolio
  Company<sup>(a)</sup></font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:.25in;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;border-bottom:solid black 1.0pt;height:.25in;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Index Rate<sup>(b)</sup></font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:.25in;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=18% style="border:none;border-bottom:solid black 1.0pt;height:.25in;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Industry</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:.25in;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:.25in;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Principal/Par</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Amount</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:.25in;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:.25in;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Amortized</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Cost</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:.25in;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:.25in;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Fair</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Value<sup>(c)</sup></font></b></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=2 nowrap valign=top width=38% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Collateralized
  Securities - 6.1%</font></b></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=18% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=8% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=8% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=8% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=37% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Ivy Hill Middle
  Market Credit Fund VII, Ltd. Class E Notes, L+565, 10/20/2025<sup>(e)</sup></font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Diversified
  Financials</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">2,000,000</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1,850,000</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;1,850,000 &nbsp;</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=37% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Ivy Hill Middle
  Market Credit Fund VII, Ltd. Subordinated Notes, Residual, 10/20/2025<sup>(e)</sup></font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">N/A</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=18% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Diversified
  Financials</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">2,000,000</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1,896,000</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;1,945,600 &nbsp;</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=37% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">JPMorgan Chase
  Bank, N.A. Credit Link Note, L+1,225, 12/20/2021<sup>(e)</sup></font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Diversified
  Financials</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">5,000,000</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">5,000,000</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;5,000,000 &nbsp;</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=2 nowrap width=38% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Total
  Collateralized Securities</font></b></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=18% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">8,746,000</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;8,795,600 &nbsp;</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=2 nowrap width=38% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Short Term
  Investments - 7.9%<sup>(g)</sup></font></b></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=18% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=8% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=8% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=8% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td width=37% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">First American
  Treasury Obligations Fund, Class Z Shares<sup>(h)</sup></font></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">11,383,669</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=8% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">11,383,669</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=8% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;11,383,669 &nbsp;</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=2 nowrap width=38% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Total Short
  Term Investments</font></b></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=18% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=8% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=8% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">11,383,669</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=8% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;11,383,669 &nbsp;</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=2 nowrap width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">TOTAL
  INVESTMENTS - 72.3%</font></b></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">$</font></p>
  </td>
 <td nowrap width=8% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">103,414,685</font></b></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">$</font></b></p>
  </td>
 <td nowrap width=8% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;104,518,913 &nbsp;</font></b></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=2 nowrap width=38% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">OTHER ASSETS
  IN EXCESS OF LIABILITIES - 27.7%</font></b></p>
  </td>
 <td width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td width=18% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=8% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=8% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">$</font></b></p>
  </td>
 <td nowrap width=8% style="border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;40,051,572 &nbsp;</font></b></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=2 width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">NET ASSETS -
  100%</font></b></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">$</font></b></p>
  </td>
 <td nowrap width=8% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;144,570,485 &nbsp;</font></b></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td width=37% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td width=18% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=8% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=8% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=8% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=2 nowrap valign=bottom width=38% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">TOTAL RETURN
  SWAP - 1.1%</font></b></p>
  </td>
 <td width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td width=18% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Notional</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Amount</font></b></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=8% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Unrealized Appreciation</font></b></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td width=37% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Citibank TRS
  Facility (see Note 7)</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border-bottom:double black 2.25pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">148,199,937</font></b></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border-bottom:double black 2.25pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;1,548,617 &nbsp;</font></b></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=red face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=37% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=red face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=red face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=red face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=red face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=18% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=red face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=red face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=red face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=red face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=red face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=red face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=red face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=red face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=red face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=red face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 </tr>
<tr style="height:9.0pt;">
  <td nowrap valign=top width=1% style="border:none;height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(a) </font></sup></p>
  </td>
 <td colspan=14 valign=top width=99% style="border:none;border-bottom:none black 1.0pt;height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">All of the Company's debt investments are issued by eligible
  U.S. portfolio companies, as defined in the 1940 Act, except for investments
  specifically identified as non-qualifying per note (e) below. The Company
  does not control and is not an affiliate of any of the portfolio companies in
  its investment portfolio.</font></p>
  </td>
 </tr>
<tr style="height:9.0pt;">
  <td nowrap valign=top width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(b)</font></sup></p>
  </td>
 <td colspan=14 valign=top width=99% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">The 1, 3, 6 and 12 month LIBOR rates were 0.17%, 0.25%, 0.35%
  and 0.58%, respectively, as of December 31, 2013. The applicable LIBOR rate
  as of December 31, 2013 for the loan listed may not be the applicable LIBOR
  rate, as the loan may have been priced or repriced based on a LIBOR rate
  prior to December 31, 2013.</font></p>
  </td>
 </tr>
<tr style="height:9.0pt;">
  <td nowrap valign=top width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(c)</font></sup></p>
  </td>
 <td colspan=14 valign=top width=99% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Fair value determined by the Company&#8217;s board of directors (see
  Note 8). </font></p>
  </td>
 </tr>
<tr style="height:9.0pt;">
  <td nowrap valign=top width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(d) </font></sup></p>
  </td>
 <td colspan=14 valign=top width=99% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">The Company is
  committed to fund an additional $2,450,758 as of December 31, 2013 (see Note
  6 and Note 10). The Company is committed to fund an additional $1,330,667 as
  of March 7, 2014.</font></p>
  </td>
 </tr>
<tr style="height:9.0pt;">
  <td nowrap valign=top width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(e)</font></sup></p>
  </td>
 <td colspan=14 valign=top width=99% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">The investment is not a qualifying asset under the 1940 Act. A
  business development company may not acquire any asset other than qualifying
  assets, unless, at the time the acquisition is made, qualifying assets
  represent at least 70% of that company&#8217;s total assets as defined under
  Section 55 of the 1940 Act. As of December 31, 2013, 88.2% of the Company&#8217;s
  total assets represented qualifying assets. In addition, as described in Note
  7, the Company calculates its compliance with the qualifying asset test on a
  &#8220;look through&#8221; basis by treating each loan underlying the total return swap
  as either a qualifying asset or non-qualifying asset based on whether the
  obligor is an eligible portfolio company. On this basis, 76.1% of the
  Company&#8217;s total assets represented qualifying assets as of December 31, 2013.</font></p>
  </td>
 </tr>
<tr style="height:9.0pt;">
  <td nowrap valign=top width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(f) </font></sup></p>
  </td>
 <td colspan=14 valign=top width=99% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Position or portion thereof unsettled as of December 31, 2013.</font></p>
  </td>
 </tr>
<tr style="height:9.0pt;">
  <td nowrap valign=top width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(g)</font></sup></p>
  </td>
 <td colspan=14 valign=top width=99% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Short term investments represent an investment in a fund that
  invests in highly liquid investments with original maturity dates of three
  months or less.</font></p>
  </td>
 </tr>
<tr style="height:9.0pt;">
  <td nowrap valign=top width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(h)</font></sup></p>
  </td>
 <td colspan=14 valign=top width=99% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Effective yield as of December 31, 2013 is &lt;0.01%.</font></p>
  </td>
 </tr>
<tr style="height:9.0pt;">
  <td nowrap valign=top width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=37% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=8% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=8% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=8% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:9.0pt;">
  <td colspan=15 nowrap valign=bottom width=100% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">See accompanying notes to consolidated
  financial statements.</font></p>
  </td>
 </tr>
</table></div>










<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;"><a name=Notes></a><a name="Notes_bclEnd"></a></p>
<DIV bclFooter>


<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-add-space:auto;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">8</font></font></p>


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<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-hyphenate:none;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">C&#298;ON Investment Corporation</font></b></font></p>

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-hyphenate:none;mso-outline-level:1;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;tab-stops:center 3.75in;text-align:center;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Notes to Consolidated
Financial Statements</font></b></font><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;">&nbsp;</font></font></b></p>

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">September
30, 2014</font></b></font></font></b></p>

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">(unaudited)</font></b></font></font></b></p>

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></b></font></font></b></p>


</DIV>
<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Note 1. Organization and Principal Business</font></b></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></b></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">C&#298;ON Investment
Corporation, or the Company, was incorporated under the general corporation
laws of the State of Maryland on August 9, 2011. On December 17, 2012, the
Company successfully raised gross proceeds from unaffiliated outside investors
of at least $2,500,000, or the minimum offering requirement, and commenced
operations. The Company is an externally managed, non-diversified closed-end
management investment company that has elected to be regulated as a business
development company, or BDC, under the 1940 Act. The Company elected to be
treated for federal income tax purposes as a regulated investment company, or
RIC, as defined under Subchapter M of the Internal Revenue Code of 1986, as
amended, or the Code.</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;margin-top:12.0pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The Company&#8217;s
investment objective is to generate current income and, to a lesser extent,
capital appreciation for investors. The Company&#8217;s portfolio is comprised primarily
of investments in senior secured loans and, to a lesser extent, second lien
loans, collateralized loan obligations and long-term subordinated loans,
referred to as mezzanine loans, of private and thinly traded U.S. middle-market
companies.</font></font></p>

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:12.0pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The Company is managed by C&#298;ON
Investment Management, LLC, or CIM, a registered investment adviser and an
affiliate of the Company. CIM oversees the management of the Company&#8217;s
activities and is responsible for making investment decisions for the Company&#8217;s
investment portfolio. The Company and CIM have engaged Apollo Investment
Management, L.P., or AIM, a subsidiary of Apollo Global Management, LLC, or,
together with its subsidiaries, Apollo, a leading global alternative investment
manager, to act as the Company&#8217;s investment sub-adviser. On October 31, 2014,
the board of directors of&nbsp;the Company, including a majority of the board
of directors who are not interested persons, approved the renewal of the
investment sub-advisory agreement with AIM for a period of twelve months
commencing December 17, 2014.</font></font></p>

<p style="border:none;margin:0in;margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:12.0pt;"><a name="Notes_0"></a><a name="Notes_0_bclEnd"></a><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Note 2.
Summary of Significant Accounting Policies</font></b></font></p>

<p style="border:none;margin:0in;margin-bottom:10.0pt;text-align:justify;"><font style="border:none;"><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Basis of Presentation</font></i></font></p>

<p style="border:none;margin:0in;margin-bottom:10.0pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The accompanying
unaudited consolidated financial statements of the Company have been prepared
in accordance with U.S. generally accepted accounting principles, or GAAP, for
interim financial information and with the instructions for Form 10-Q and
Article 10 of Regulation S-X. Accordingly, they do not include all of the
information and footnotes required by GAAP for complete financial statements.
In the opinion of management, all adjustments (consisting of normal recurring
adjustments) considered necessary for a fair presentation have been included.
For a more complete discussion of significant accounting policies and certain
other information, the Company&#8217;s interim unaudited consolidated financial
statements should be read in conjunction with its audited consolidated
financial statements as of December 31, 2013 and for the year then ended
included in the Company&#8217;s Annual Report on Form 10-K. Operating results for
interim periods are not necessarily indicative of the results that may be
expected for the full year ending December&nbsp;31, 2014. The consolidated
balance sheet and the consolidated schedule of investments as of December&nbsp;31,
2013 are derived from the 2013 audited consolidated financial statements. </font></font></p>

<p style="border:none;margin:0in;margin-bottom:10.0pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The Company
evaluates subsequent events through the date that the consolidated financial
statements are issued.</font></font></p>

<p style="border:none;margin:0in;margin-bottom:10.0pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Certain
reclassifications have been made to the accompanying consolidated financial
statements in prior periods to conform to the current period presentation.</font></font></p>

<p style="border:none;margin:0in;margin-bottom:10.0pt;text-align:justify;"><font style="border:none;"><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Cash and Cash Equivalents</font></i></font></p>

<p style="border:none;margin:0in;margin-bottom:10.0pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Cash and cash
equivalents include cash in banks and highly liquid investments with original
maturity dates of three months or less. The Company&#8217;s cash and cash equivalents
are held principally at one financial institution and at times may exceed
insured limits. The Company periodically evaluates the creditworthiness of this
institution and has not experienced any losses on such deposits. </font></font></p>

<p style="border:none;margin:0in;margin-bottom:10.0pt;text-align:justify;"><font style="border:none;"><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Short Term Investments</font></i></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Short term investments include an
investment in a U.S. Treasury Obligations Fund, which seeks to provide current
income and daily liquidity by purchasing U.S. Treasury securities and
repurchase agreements that are collateralized by such securities. The Company
had $34,061,902 and $11,383,669 of such investments at September 30, 2014 and
December 31, 2013, respectively, which are included in investments, at fair
value on the accompanying consolidated balance sheets and on the consolidated
schedule of investments.</font></font></p>

<p style="border:none;margin:0in;margin-bottom:12.0pt;margin-left:0in;margin-right:0in;margin-top:12.0pt;"><font style="border:none;"><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Organization Costs and Offering Expenses</font></i></font></p>

<p style="border:none;margin:0in;margin-bottom:12.0pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Organization costs
include, among other things, the cost of organizing the Company as a Maryland
corporation, including the cost of legal services and other fees pertaining to
the organization of the Company. All organization costs have been funded by IIG
and its affiliates, and there is no liability for these organization costs to
the Company until IIG and its affiliates submit such costs for reimbursement. The
Company will expense organization costs when incurred, if and when IIG and its
affiliates submit such costs for reimbursement. </font></font></p>


<DIV bclFooter>


<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-add-space:auto;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">9</font></font></p>


</DIV>
</DIV><HR noshade STYLE="page-break-after: always" align="center" width="100%" size=2><a name="page_12"></a><DIV bclPageBorder STYLE="PADDING-TOP: 0in; PADDING-BOTTOM: 0in; WIDTH: 100%; PADDING-RIGHT: 0in; PADDING-LEFT: 0in">

<DIV bclHeader>


<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-hyphenate:none;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">C&#298;ON Investment Corporation</font></b></font></p>

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-hyphenate:none;mso-outline-level:1;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;tab-stops:center 3.75in;text-align:center;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Notes to Consolidated
Financial Statements</font></b></font><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;">&nbsp;</font></font></b></p>

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">September
30, 2014</font></b></font></font></b></p>

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">(unaudited)</font></b></font></font></b></p>

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></b></font></font></b></p>


</DIV>
<p style="border:none;margin:0in;margin-bottom:12.0pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Offering expenses include, among other things, legal fees and
other costs pertaining to the preparation of the Company&#8217;s registration
statement in connection with the continuous public offering of the Company&#8217;s
shares. Certain offering expenses have been funded by IIG and its affiliates,
and there is no liability for these offering expenses to the Company until IIG
and its affiliates submit such costs for reimbursement. Upon meeting the
minimum offering requirement on December 17, 2012, the Company incurred and
capitalized offering expenses of $1,000,000 that were submitted for
reimbursement by IIG (see Note 4). These expenses were fully amortized over a
twelve month period as an adjustment to capital in excess of par value. The
Company will expense any additional offering expenses incurred by IIG and its
affiliates if and when IIG and its affiliates submit such costs for
reimbursement.</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The following table summarizes organization
costs and offering expenses incurred by IIG and by the Company from January 31,
2012 (Inception) through September 30, 2014:</font></font></p>

<p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;">&nbsp;</font></p>

<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:12.0pt;">
  <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=30% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=11 nowrap valign=bottom width=67% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Organization Costs and Offering Expenses
  Incurred by IIG</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=2 nowrap valign=bottom width=32% style="border:none;border-bottom:none black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Period</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=15% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Organization Costs</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=15% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Offering Expenses</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=19% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Other Pre-Effective Costs<sup>(5)</sup></font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=15% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total</font></b></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=2 nowrap valign=bottom width=32% style="background:#B7DEE8;border:none;border-bottom:none black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Year Ended</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=13% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=2 nowrap valign=bottom width=32% style="border:none;border-bottom:none black 1.0pt;height:10.5pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">December 31,
  2012<sup>(1)</sup></font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">191,717 </font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,619,621 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">200,507 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2,011,845 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
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 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
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 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=2 nowrap valign=bottom width=32% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">191,717 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,619,621 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="border:none;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">200,507 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2,011,845 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=2 nowrap valign=bottom width=32% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Expenses
  submitted for reimbursement by IIG<sup>(2)</sup></font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(1,591,475)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(1,591,475)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=2 nowrap valign=bottom width=32% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total
  Unreimbursed Expenses Incurred by IIG</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">191,717 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">28,146 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">200,507 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">420,370 </font></p>
  </td>
 </tr>
<tr style="height:6.75pt;">
  <td nowrap valign=bottom width=2% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=30% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="border:none;height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:6.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;height:6.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=30% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=11 nowrap valign=bottom width=67% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Organization Costs and Offering Expenses
  Incurred by the Company<sup>(3)</sup></font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=2 nowrap valign=bottom width=32% style="border:none;border-bottom:none black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Period</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=15% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Organization Costs</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=15% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Offering Expenses</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=19% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Other Pre-Effective Costs<sup>(5)</sup></font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=15% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total</font></b></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=2 nowrap valign=bottom width=32% style="background:#B7DEE8;border:none;border-bottom:none black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Year Ended</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=13% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=2 nowrap valign=bottom width=32% style="border:none;border-bottom:none black 1.0pt;height:10.5pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">December 31,
  2012<sup>(1)</sup></font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">29,652 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">29,652 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=2 nowrap valign=bottom width=32% style="background:#B7DEE8;border:none;border-bottom:none black 1.0pt;height:10.5pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">December 31,
  2013</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,786,978 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,786,978 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=2 nowrap valign=bottom width=32% style="border:none;border-bottom:none black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Three Months
  Ended</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=2 nowrap valign=bottom width=32% style="background:#B7DEE8;border:none;border-bottom:none black 1.0pt;height:10.5pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">March 31, 2014</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">539,720 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">539,720 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=2 nowrap valign=bottom width=32% style="border:none;border-bottom:none black 1.0pt;height:10.5pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">June 30, 2014</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">448,869 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">448,869 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=2 nowrap valign=bottom width=32% style="background:#B7DEE8;border:none;border-bottom:none black 1.0pt;height:10.5pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">September 30,
  2014</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">410,559 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">410,559 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=2 nowrap valign=bottom width=32% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">3,215,778 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="border:none;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">3,215,778 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=2 nowrap valign=bottom width=32% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Expenses
  reimbursed by the Company<sup>(2)</sup></font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,591,475 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,591,475 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=2 nowrap valign=bottom width=32% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total
  Expenses Incurred by the Company</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">4,807,253 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">4,807,253 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=2 nowrap valign=bottom width=32% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=2 nowrap valign=bottom width=32% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Expenses paid as
  of September 30, 2014</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">4,614,377 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">4,614,377 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=2 nowrap valign=bottom width=32% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Expenses accrued
  as of September 30, 2014<sup>(4)</sup></font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">192,876 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">192,876 </font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=2 nowrap valign=bottom width=32% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total
  Expenses Incurred by the Company</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">4,807,253 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">4,807,253 </font></p>
  </td>
 </tr>
<tr style="height:5.25pt;">
  <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=30% style="border:none;border-bottom:solid black 1.0pt;height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="border:none;height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:5.25pt;">
  <td nowrap valign=bottom width=2% style="border:none;height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=30% style="border:none;height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=top width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(1)</font></sup></p>
  </td>
 <td colspan=13 valign=bottom width=98% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Organization costs and offering expenses were incurred from
  January 31, 2012 (Inception) through December 31, 2012.</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=top width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(2)</font></sup></p>
  </td>
 <td colspan=13 valign=bottom width=98% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Of this amount, $1,000,000 of expenses charged directly to
  equity were submitted for reimbursement by IIG on December 17, 2012, and
  $591,475 of expenses charged directly to general and administrative expense
  were submitted for reimbursement by IIG during the three months ended March
  31, 2014.</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=top width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(3)</font></sup></p>
  </td>
 <td colspan=13 valign=bottom width=98% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Offering expenses incurred directly by the Company are included
  in general and administrative expense on the consolidated statements of
  operations.</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=top width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(4)</font></sup></p>
  </td>
 <td colspan=13 valign=bottom width=98% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Included in accounts payable and accrued expenses on the
  consolidated balance sheets.</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=top width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(5)</font></sup></p>
  </td>
 <td colspan=13 valign=bottom width=98% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Represent general and administrative expenses incurred by IIG
  related to the Company prior to December 17, 2012.</font></p>
  </td>
 </tr>
</table></div>



<p style="border:none;margin:0in;margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:10.0pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:115%;">No
material organization costs or offering expenses have been incurred by IIG or
its affiliates subsequent to September 30, 2014.</font></font></p>


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<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-add-space:auto;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">10</font></font></p>


</DIV>
</DIV><HR noshade STYLE="page-break-after: always" align="center" width="100%" size=2><a name="page_13"></a><DIV bclPageBorder STYLE="PADDING-TOP: 0in; PADDING-BOTTOM: 0in; WIDTH: 100%; PADDING-RIGHT: 0in; PADDING-LEFT: 0in">

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<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-hyphenate:none;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">C&#298;ON Investment Corporation</font></b></font></p>

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-hyphenate:none;mso-outline-level:1;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;tab-stops:center 3.75in;text-align:center;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Notes to Consolidated
Financial Statements</font></b></font><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;">&nbsp;</font></font></b></p>

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">September
30, 2014</font></b></font></font></b></p>

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">(unaudited)</font></b></font></font></b></p>

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></b></font></font></b></p>


</DIV>
<p style="border:none;margin:0in;margin-bottom:10.0pt;text-align:justify;"><font style="border:none;"><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Income Taxes</font></i></font></p>

<p style="border:none;margin:0in;margin-bottom:10.0pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The Company elected
to be treated for federal income tax purposes as a RIC under Subchapter M of
the Code. To qualify and maintain qualification as a RIC, the Company must,
among other things, meet certain source of income and asset diversification
requirements and distribute to shareholders, for each taxable year, at least
90% of the Company&#8217;s &#8220;investment company taxable income&#8221;, which is generally
the Company&#8217;s net ordinary income plus the excess, if any, of realized net
short-term capital gains over realized net long-term capital losses. If the
Company continues to qualify as a RIC and continues to satisfy the annual
distribution requirement, the Company will not have to pay corporate level
federal income taxes on any income that the Company distributes to its
shareholders. The Company intends to make distributions in an amount sufficient
to maintain RIC status each year and to avoid any federal income taxes on
income. The Company will also be subject to nondeductible federal excise taxes
if the Company does not distribute at least 98.0% of net ordinary income, 98.2%
of any capital gains, if any, and any recognized and undistributed income from
prior years for which it paid no federal income taxes.</font></font></p>

<p style="border:none;margin:0in;margin-bottom:10.0pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Book and tax
differences relating to permanent differences are reclassified among the
Company&#8217;s capital accounts, as appropriate. Additionally, the tax character of
distributions is determined in accordance with income tax regulations that may
differ from GAAP (see Note 5). During the three and nine months ended September
30, 2014, the Company declared distributions of $7,396,031 and $15,830,558,
respectively.</font></font></p>

<p style="border:none;margin:0in;margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:10.0pt;text-align:justify;"><font style="border:none;"><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Uncertainty in Income Taxes </font></i></font></p>

<p style="border:none;margin:0in;margin-bottom:10.0pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The Company
evaluates its tax positions to determine if the tax positions taken meet the
minimum recognition threshold for the purposes of measuring and recognizing tax
liabilities in the consolidated financial statements. Recognition of a tax
benefit or liability with respect to an uncertain tax position is required only
when the position is &#8220;more likely than not&#8221; to be sustained assuming
examination by the taxing authorities. The Company recognizes interest and
penalties, if any, related to unrecognized tax benefits as income tax expense
in the consolidated statements of operations. As of and during the nine months
ended September 30, 2014 and 2013, the Company did not have any uncertain tax
positions.</font></font></p>

<p style="border:none;margin:0in;margin-bottom:10.0pt;text-align:justify;text-indent:.5in;"><font color=black style="background:white;border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="background:white;font-size:9.0pt;">The Company is subject to examination by U.S. federal, New
York State, New York City and Maryland income tax jurisdictions for 2012 and
2013.</font></font></p>

<p style="border:none;margin:0in;margin-bottom:10.0pt;text-align:justify;"><font style="border:none;"><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Use of Estimates</font></i></font></p>

<p style="border:none;margin:0in;margin-bottom:10.0pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The preparation of
the consolidated financial statements in conformity with GAAP requires the
Company to make </font></font><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">estimates and
assumptions that affect the reported amounts of assets and liabilities at the
date of the consolidated financial statements and the reported amounts of
revenues and expenses during the reporting period. Actual results may
materially differ from those estimates.</font></font></p>

<p style="border:none;margin:0in;margin-bottom:10.0pt;text-align:justify;"><font style="border:none;"><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Valuation of Portfolio Investments</font></i></font></p>

<p style="border:none;margin:0in;margin-bottom:10.0pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The fair value of
the Company&#8217;s investments is determined quarterly in good faith by the
Company&#8217;s board of directors pursuant to its consistently applied valuation
procedures and valuation process. Accounting Standards Codification Topic 820,
Fair Value Measurements and Disclosure, or ASC 820, defines fair value as the
price that would be received from the sale of an asset or paid to transfer a
liability in an orderly transaction between market participants at the
measurement date. ASC 820 also establishes a three-tier fair value hierarchy,
which prioritizes the inputs used in measuring fair value. These tiers include:
Level 1, defined as observable inputs such as quoted prices in active markets;
Level 2, defined as observable inputs such as quoted prices for similar
securities in active markets and quoted prices for identical securities where
there is little or no activity in the market; and Level 3, defined as
unobservable inputs for which little or no market data exists, therefore
requiring an entity to develop its own assumptions. </font></font></p>

<p style="border:none;margin:0in;margin-bottom:10.0pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The Company&#8217;s
investments as of September 30, 2014, excluding short term investments, consisted
primarily of debt securities that are traded on a private over-the-counter
market for institutional investments. During the quarter ended September 30,
2014, the Company modified the methodology used to determine the fair value of
its investments. Previously, except as described below, CIM attempted to obtain
the most recent closing public market price for each investment.&nbsp;&nbsp;If
no sales of such investment occurred on the determination date, investments
were valued at the midpoint of the &#8220;bid&#8221; and the &#8220;ask&#8221; price at the close of
business on such day obtained from independent third-party pricing services.&nbsp;Subsequently,
except as described below, CIM will attempt to obtain market quotations from at
least two brokers or dealers for each investment (if available, otherwise from
a principal market maker or a primary market dealer or other independent
pricing service). CIM utilizes mid-market pricing to determine fair value
unless a different point within the range is more representative. &nbsp;Because
of the private nature of this marketplace (meaning actual transactions are not
publicly reported), the Company believes that these valuation inputs result in
Level 3 classification within the fair value hierarchy. </font></font></p>


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<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-add-space:auto;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">11</font></font></p>


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<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-hyphenate:none;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">C&#298;ON Investment Corporation</font></b></font></p>

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-hyphenate:none;mso-outline-level:1;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;tab-stops:center 3.75in;text-align:center;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Notes to Consolidated
Financial Statements</font></b></font><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;">&nbsp;</font></font></b></p>

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">September
30, 2014</font></b></font></font></b></p>

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">(unaudited)</font></b></font></font></b></p>

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></b></font></font></b></p>


</DIV>
<p style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Notwithstanding the foregoing, if in the
reasonable judgment of CIM, the price of any investment held by the Company and
determined in the manner described above does not accurately reflect the fair
value of such investment, CIM will value such investment at a price that
reflects such investment&#8217;s fair value and report such change in the valuation
to the board of directors or its designee as soon as practicable. Investments
that carry certain restrictions on sale will typically be valued at a discount
from the public market value of the investment.</font></p>

<p style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Any
investments that are not publicly traded or for which a market price is not
otherwise readily available will be valued at a price that reflects its fair
value. With respect to such investments, the investments will be reviewed and
valued using one or more of the following types of analyses: </font></p>

<p style="margin-bottom:12.0pt;margin-left:49.7pt;margin-right:0in;margin-top:0in;text-indent:-49.7pt;"><font face="Times New Roman" lang=EN-US style="font-size:7.0pt;">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</font><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">i.</font><font face="Times New Roman" lang=EN-US style="font-size:7.0pt;">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</font><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Market comparable statistics and
public trading multiples discounted for illiquidity, minority ownership and
other factors for companies with similar characteristics.</font></p>

<p style="margin-bottom:12.0pt;margin-left:49.7pt;margin-right:0in;margin-top:0in;text-indent:-49.7pt;"><font face="Times New Roman" lang=EN-US style="font-size:7.0pt;">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</font><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">ii.</font><font face="Times New Roman" lang=EN-US style="font-size:7.0pt;">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</font><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Valuations implied by third-party
investments in the applicable portfolio companies.</font></p>

<p style="margin-bottom:0in;margin-left:49.7pt;margin-right:0in;margin-top:0in;text-indent:-49.7pt;"><font face="Times New Roman" lang=EN-US style="font-size:7.0pt;">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</font><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">iii.</font><font face="Times New Roman" lang=EN-US style="font-size:7.0pt;">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</font><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Discounted cash flow analysis,
including a terminal value or exit
multiple.</font></p>

<p style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:12.0pt;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Determination
of fair value involves subjective judgments and estimates. Accordingly, these
notes to the Company&#8217;s consolidated financial statements refer to the
uncertainty with respect to the possible effect of such valuations, and any
change in such valuations, on the Company&#8217;s consolidated financial statements.
Below is a description of factors that the Company&#8217;s board of directors may
consider when valuing the Company&#8217;s equity and debt investments where a market
price is not readily available: </font></p>

<p style="margin:0in;margin-bottom:6.0pt;margin-left:1.0in;margin-right:0in;margin-top:0in;text-indent:-.25in;"><font face=Symbol lang=EN-US style="font-size:9.0pt;line-height:150%;">&#183;</font><font face="Times New Roman" lang=EN-US style="font-size:7.0pt;line-height:150%;">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</font><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:150%;">the size and scope
of a portfolio company and its specific strengths and weaknesses;</font></p>

<p style="margin:0in;margin-bottom:6.0pt;margin-left:1.0in;margin-right:0in;margin-top:0in;text-indent:-.25in;"><font face=Symbol lang=EN-US style="font-size:9.0pt;line-height:150%;">&#183;</font><font face="Times New Roman" lang=EN-US style="font-size:7.0pt;line-height:150%;">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</font><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:150%;">prevailing
interest rates for like securities;</font></p>

<p style="margin:0in;margin-bottom:6.0pt;margin-left:1.0in;margin-right:0in;margin-top:0in;text-indent:-.25in;"><font face=Symbol lang=EN-US style="font-size:9.0pt;line-height:150%;">&#183;</font><font face="Times New Roman" lang=EN-US style="font-size:7.0pt;line-height:150%;">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</font><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:150%;">expected volatility
in future interest rates;</font></p>

<p style="margin:0in;margin-bottom:6.0pt;margin-left:1.0in;margin-right:0in;margin-top:0in;text-indent:-.25in;"><font face=Symbol lang=EN-US style="font-size:9.0pt;line-height:150%;">&#183;</font><font face="Times New Roman" lang=EN-US style="font-size:7.0pt;line-height:150%;">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</font><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:150%;">leverage;&nbsp;</font></p>

<p style="margin:0in;margin-bottom:6.0pt;margin-left:1.0in;margin-right:0in;margin-top:0in;text-indent:-.25in;"><font face=Symbol lang=EN-US style="font-size:9.0pt;line-height:150%;">&#183;</font><font face="Times New Roman" lang=EN-US style="font-size:7.0pt;line-height:150%;">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</font><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:150%;">call features, put
features and other relevant terms of the debt;</font></p>

<p style="margin:0in;margin-bottom:6.0pt;margin-left:1.0in;margin-right:0in;margin-top:0in;text-indent:-.25in;"><font face=Symbol lang=EN-US style="font-size:9.0pt;line-height:150%;">&#183;</font><font face="Times New Roman" lang=EN-US style="font-size:7.0pt;line-height:150%;">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</font><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:150%;">the borrower&#8217;s
ability to adequately service its debt;</font></p>

<p style="margin:0in;margin-bottom:6.0pt;margin-left:1.0in;margin-right:0in;margin-top:0in;text-indent:-.25in;"><font face=Symbol lang=EN-US style="font-size:9.0pt;line-height:150%;">&#183;</font><font face="Times New Roman" lang=EN-US style="font-size:7.0pt;line-height:150%;">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</font><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:150%;">the fair market
value of the portfolio company in relation to the face amount of its outstanding
debt;</font></p>

<p style="margin:0in;margin-bottom:6.0pt;margin-left:1.0in;margin-right:0in;margin-top:0in;text-indent:-.25in;"><font face=Symbol lang=EN-US style="font-size:9.0pt;line-height:150%;">&#183;</font><font face="Times New Roman" lang=EN-US style="font-size:7.0pt;line-height:150%;">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</font><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:150%;">the quality of
collateral securing the Company&#8217;s debt investments;</font></p>

<p style="margin:0in;margin-bottom:6.0pt;margin-left:1.0in;margin-right:0in;margin-top:0in;text-indent:-.25in;"><font face=Symbol lang=EN-US style="font-size:9.0pt;">&#183;</font><font face="Times New Roman" lang=EN-US style="font-size:7.0pt;">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</font><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">multiples of earnings before
interest, taxes, depreciation and amortization, or EBITDA, cash flows, net
income, revenues or, in some cases, book value or liquidation value; and</font></p>

<p style="margin:0in;margin-bottom:.0001pt;margin-left:.5in;text-align:justify;text-indent:.25in;"><font face=Symbol lang=EN-US style="font-size:9.0pt;">&#183;</font><font face="Times New Roman" lang=EN-US style="font-size:7.0pt;">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</font><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">other factors deemed applicable.</font></p>

<p style="margin:0in;margin-bottom:.0001pt;margin-left:1.25in;text-align:justify;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></p>

<p style="margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">All of these factors may be subject to adjustment based
upon the particular circumstances of a portfolio company or the Company&#8217;s
actual investment position. For example, adjustments to EBITDA may take into
account compensation to previous owners, or acquisition, recapitalization, and
restructuring expenses or other related or non-recurring items. The choice of
analyses and the weight assigned to such factors may vary across investments
and may change within an investment if events occur that warrant such a change.</font></p>

<p style="margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></p>

<p style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">The value of the total
return swap, or TRS, is primarily based on the increase or decrease in the
value of the loans underlying the TRS, as determined by the Company. The loans
underlying the TRS are valued in the same manner as loans owned by the Company.
As a result of the private nature of this marketplace (meaning actual
transactions are not publicly reported), the Company believes that the total
fair value of the TRS is classified as Level 3 within the fair value hierarchy.
For additional information on the TRS, see Note 7.</font></p>

<p style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Consistent
with the Company&#8217;s valuation policy, the Company evaluates the source of
inputs, including any markets in which the Company&#8217;s investments are trading,
in determining fair value.</font></p>

<p style="margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The Company periodically benchmarks the broker quotes
from the brokers or dealers against the actual prices at which the Company
purchases and sells its investments. Based on the results of the benchmark
analysis and the experience of the Company&#8217;s management in purchasing and
selling these investments, the Company believes that these quotes are reliable
indicators of fair value. However, because of the private nature of this
marketplace (meaning actual transactions are not publicly reported), the Company
believes that these valuation inputs result in Level 3 classification within
the fair value hierarchy.</font></p>

<p style="margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></p>

<p style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Due to the
uncertainty inherent in the valuation process, particularly for Level 2 and
Level 3 investments, such fair value estimates may differ materially from the
values that would have been used had an active market for the securities
existed. In addition, changes in the market environment and other events that
may occur over the life of the investments may cause the gains or losses that
the Company ultimately realizes on these investments to materially differ from
the valuations currently assigned.</font><font face=Calibri,sans-serif lang=EN-US style="font-size:9.0pt;line-height:normal;"> &nbsp;</font></p>


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<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">12</font></font></p>


</DIV>
</DIV><HR noshade STYLE="page-break-after: always" align="center" width="100%" size=2><a name="page_15"></a><DIV bclPageBorder STYLE="PADDING-TOP: 0in; PADDING-BOTTOM: 0in; WIDTH: 100%; PADDING-RIGHT: 0in; PADDING-LEFT: 0in">

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<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-hyphenate:none;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">C&#298;ON Investment Corporation</font></b></font></p>

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-hyphenate:none;mso-outline-level:1;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;tab-stops:center 3.75in;text-align:center;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Notes to Consolidated
Financial Statements</font></b></font><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;">&nbsp;</font></font></b></p>

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">September
30, 2014</font></b></font></font></b></p>

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">(unaudited)</font></b></font></font></b></p>

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></b></font></font></b></p>


</DIV>
<p style="border:none;margin:0in;margin-bottom:10.0pt;text-align:justify;"><font style="border:none;"><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Revenue Recognition</font></i></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Securities transactions are accounted for
on the trade date. The Company records interest and dividend income on an
accrual basis beginning on the trade settlement date or the ex-dividend date,
respectively, to the extent that the Company expects to collect such amounts.
Loan origination fees, original issue discounts, and market discounts/premiums
are recorded and such amounts are amortized as adjustments to interest income
over the respective term of the loan using the effective interest method. Upon
the prepayment of a loan or debt security, any unamortized loan origination
fees are recorded as interest income. The Company records prepayment premiums
on loans and debt securities as interest income when it receives such amounts.
In addition, the Company may generate revenue in the form of commitment,
origination, structuring or diligence fees, monitoring fees, fees for providing
managerial assistance and possibly consulting fees and performance-based fees.
Any such fees generated in connection with investments will be recognized when
earned.</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:10.0pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The Company may
have investments in its investment portfolio that contain a paid-in-kind, or
PIK, interest provision. Any PIK interest will be added to the principal
balance of such investments and is recorded as income, if the portfolio company
valuation indicates that such PIK interest is collectible. In order to maintain
RIC status, substantially all of this income must be paid out to shareholders
in the form of distributions, even if the Company has not collected any cash.</font></font></p>

<p style="border:none;margin:0in;margin-bottom:10.0pt;text-align:justify;text-indent:.5in;"><font color=black style="background:white;border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="background:white;font-size:9.0pt;">Loans and debt securities, including those that are
individually identified as being impaired under Accounting Standards
Codification 310 - Receivables, or ASC 310,</font><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font><font color=black face="Times New Roman,serif" lang=EN-US style="background:white;font-size:9.0pt;">are
generally placed on nonaccrual status immediately if, in the opinion of
management, principal or interest is not likely to be paid in accordance with
the terms of the debt agreement, or when principal or interest is past due 90
days or more. Interest accrued but not collected at the date a loan or security
is placed on nonaccrual status is reversed</font><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font><font color=black face="Times New Roman,serif" lang=EN-US style="background:white;font-size:9.0pt;">against
interest income. Interest income is recognized on nonaccrual loans or debt
securities only to the extent received in cash. How&#173;ever, where there is doubt
regarding the ultimate collectibility of</font><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font><font color=black face="Times New Roman,serif" lang=EN-US style="background:white;font-size:9.0pt;">principal,
cash receipts, whether designated as principal or interest, are thereafter
applied to reduce the carrying value of the loan or debt security. Loans or
securities are restored to accrual status only when interest and principal
payments are brought current and future payments are reasonably assured.</font></font></p>

<p style="border:none;margin:0in;margin-bottom:10.0pt;text-align:justify;"><font style="border:none;"><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Net Realized
Gains or Losses and Net Change in Unrealized Appreciation or Depreciation</font></i></font></p>

<p style="border:none;margin:0in;margin-bottom:10.0pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Gains
or losses on the sale of investments are calculated by using the
weighted-average method. The Company measures realized gains or losses by the difference
between the net proceeds from the repayment or sale and the weighted-average
amortized cost of the investment, without regard to unrealized appreciation or
depreciation previously recognized, but considering unamortized upfront fees
and prepayment penalties. Net change in unrealized appreciation or depreciation
reflects the change in portfolio investment values during the reporting period,
including any reversal of previously recorded unrealized appreciation or
depreciation when gains or losses are realized.</font></font></p>

<p style="border:none;margin:0in;margin-bottom:10.0pt;"><font style="border:none;"><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Derivative Instrument</font></i></font></p>

<p style="border:none;margin:0in;margin-bottom:10.0pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The Company&#8217;s only
derivative instrument is the TRS. The Company marks its derivative to market
through net change in unrealized (depreciation) appreciation on total return
swap in the consolidated statements of operations. For additional information
on the TRS, see Note 7.</font></font></p>

<p style="border:none;margin:0in;margin-bottom:10.0pt;text-align:justify;"><font style="border:none;"><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Capital Gains
Incentive Fee</font></i></font></p>

<p style="border:none;margin:0in;margin-bottom:10.0pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Pursuant
to the terms of the investment advisory agreement the Company entered into with
CIM, the incentive fee on capital gains earned on liquidated investments of the
Company&#8217;s investment portfolio during operations is determined and payable in
arrears as of the end of each calendar year. Such fee equals 20% of the
Company&#8217;s incentive fee capital gains (i.e., the Company&#8217;s realized capital
gains on a cumulative basis from inception, calculated as of the end of each
calendar year, computed net of all realized capital losses and unrealized
capital depreciation on a cumulative basis), less the aggregate amount of any
previously paid capital gains incentive fees. On a cumulative basis and to the
extent that all realized capital losses and unrealized capital depreciation
exceed realized capital gains as well as the aggregate realized net capital
gains for which a fee has previously been paid, the Company would not be
required to pay CIM a capital gains incentive fee. On a quarterly basis, the
Company accrues for the capital gains incentive fee by calculating such fee as
if it were due and payable as of the end of such period. </font></font></p>

<p style="border:none;margin:0in;margin-bottom:10.0pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">CIM has not taken
any incentive fees with respect to the Company&#8217;s TRS to date. For purposes of
computing the capital gains incentive fee, CIM will become entitled to a
capital gains incentive fee only upon the termination or disposition of the
TRS, at which point all net gains and losses of the underlying loans
constituting the reference assets of the TRS will be realized. For purposes of
computing the subordinated incentive fee on income, CIM is not entitled to a
subordinated incentive fee on income with respect to the TRS. Any unrealized
gains on the TRS are reflected in total assets on the Company&#8217;s consolidated
balance sheets and included in the computation of the base management fee.</font></font></p>

<p style="border:none;margin:0in;margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:8.15pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">While the investment advisory agreement
with CIM neither includes nor contemplates the inclusion of unrealized gains in
the calculation of the capital gains incentive fee, pursuant to an
interpretation of the American Institute for Certified Public Accountants, or
AICPA, Technical Practice Aid for investment companies, the Company accrues
capital gains incentive fees on unrealized gains. This accrual reflects the
incentive fees that would be payable to CIM if the Company&#8217;s entire investment
portfolio was liquidated at its fair value as of the balance sheet date even
though CIM is not entitled to an incentive fee with respect to unrealized gains
unless and until such gains are actually realized.</font></font></p>


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<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">13</font></font></p>


</DIV>
</DIV><HR noshade STYLE="page-break-after: always" align="center" width="100%" size=2><a name="page_16"></a><DIV bclPageBorder STYLE="PADDING-TOP: 0in; PADDING-BOTTOM: 0in; WIDTH: 100%; PADDING-RIGHT: 0in; PADDING-LEFT: 0in">

<DIV bclHeader>


<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-hyphenate:none;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">C&#298;ON Investment Corporation</font></b></font></p>

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-hyphenate:none;mso-outline-level:1;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;tab-stops:center 3.75in;text-align:center;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Notes to Consolidated
Financial Statements</font></b></font><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;">&nbsp;</font></font></b></p>

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">September
30, 2014</font></b></font></font></b></p>

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">(unaudited)</font></b></font></font></b></p>

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></b></font></font></b></p>


</DIV>
<p style="border:none;margin:0in;margin-bottom:10.0pt;"><font style="border:none;"><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Net Increase in Net Assets per Share</font></i></font></p>

<p style="border:none;margin:0in;margin-bottom:10.0pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Net increase in net
assets per share is calculated based upon the daily weighted average number of
shares of common stock outstanding during the reporting period.</font></font></p>

<p style="border:none;margin:0in;margin-bottom:10.0pt;text-align:justify;"><font style="border:none;"><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Distributions</font></i></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Distributions to
shareholders are recorded as of the record date. The amount to be paid as a
distribution is determined by the board of directors on a monthly basis. Net
realized capital gains, if any, are distributed at least annually.</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;"><a name="Notes_1"></a><a name="Notes_1_bclEnd"></a><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Note 3.
Share Transactions</font></b></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;margin-top:6.0pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The following table </font><font color=black face="Times New Roman,serif" lang=EN-US style="background:white;font-size:9.0pt;">summarizes transactions with respect to
shares of the Company&#8217;s common stock during the nine months ended September 30,
2014 and 2013:</font></font></p>

<p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;">&nbsp;</font></p>

<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:12.0pt;">
  <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=30% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=4% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=11 valign=bottom width=64% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Nine Months Ended</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">September 30, </font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=30% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=4% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=5 valign=bottom width=30% style="background:white;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2014</font></b></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=5 valign=bottom width=31% style="background:white;border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2013</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=30% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=4% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=14% style="background:white;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Shares</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:white;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=14% style="background:white;border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Amount</font></b></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=14% style="background:white;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Shares</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:white;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=15% style="background:white;border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Amount</font></b></p>
  </td>
 </tr>
<tr style="height:15.0pt;">
  <td colspan=2 nowrap valign=bottom width=32% style="background:#B7DEE8;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Gross
  shares/proceeds from the offering</font></p>
  </td>
 <td nowrap valign=bottom width=4% style="background:#B7DEE8;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:15.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">26,231,573 </font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:15.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">270,481,722 </font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face=Calibri,sans-serif style="font-size:11.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:15.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">7,148,899 </font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:15.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">72,403,256 </font></p>
  </td>
 </tr>
<tr style="height:15.0pt;">
  <td colspan=2 nowrap valign=bottom width=32% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Reinvestment of
  distributions</font></p>
  </td>
 <td nowrap valign=bottom width=4% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;border-bottom:solid black 1.0pt;height:15.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">810,878 </font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;border-bottom:solid black 1.0pt;height:15.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">7,620,124 </font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face=Calibri,sans-serif style="font-size:11.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;border-bottom:solid black 1.0pt;height:15.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">65,909 </font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;border-bottom:solid black 1.0pt;height:15.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">641,967 </font></p>
  </td>
 </tr>
<tr style="height:15.0pt;">
  <td colspan=2 nowrap valign=bottom width=32% style="background:#B7DEE8;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total gross
  shares/proceeds</font></p>
  </td>
 <td nowrap valign=bottom width=4% style="background:#B7DEE8;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;height:15.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">27,042,451 </font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;height:15.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">278,101,846 </font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face=Calibri,sans-serif style="font-size:11.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;height:15.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">7,214,808 </font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;height:15.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">73,045,223 </font></p>
  </td>
 </tr>
<tr style="height:15.0pt;">
  <td colspan=2 nowrap valign=bottom width=32% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Sales
  commissions and dealer manager fees</font></p>
  </td>
 <td nowrap valign=bottom width=4% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;border-bottom:solid black 1.0pt;height:15.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;border-bottom:solid black 1.0pt;height:15.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(24,028,217)</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face=Calibri,sans-serif style="font-size:11.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;border-bottom:solid black 1.0pt;height:15.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;border-bottom:solid black 1.0pt;height:15.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(6,545,134)</font></p>
  </td>
 </tr>
<tr style="height:15.0pt;">
  <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=30% style="background:#B7DEE8;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net
  shares/proceeds from the offering</font></b></p>
  </td>
 <td nowrap valign=bottom width=4% style="background:#B7DEE8;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;height:15.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">27,042,451 </font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;height:15.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">254,073,629 </font></b></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face=Calibri,sans-serif style="font-size:11.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;height:15.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">7,214,808 </font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;height:15.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">66,500,089 </font></b></p>
  </td>
 </tr>
<tr style="height:15.0pt;">
  <td colspan=2 nowrap valign=bottom width=32% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Share repurchase
  program</font></p>
  </td>
 <td nowrap valign=bottom width=4% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;border-bottom:solid black 1.0pt;height:15.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(20,492)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;border-bottom:solid black 1.0pt;height:15.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(192,731)</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face=Calibri,sans-serif style="font-size:11.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;border-bottom:solid black 1.0pt;height:15.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;border-bottom:solid black 1.0pt;height:15.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 </tr>
<tr style="height:15.0pt;">
  <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=30% style="background:#B7DEE8;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net
  shares/proceeds from share transactions</font></b></p>
  </td>
 <td nowrap valign=bottom width=4% style="background:#B7DEE8;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:15.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">27,021,959 </font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:15.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">253,880,898 </font></b></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face=Calibri,sans-serif style="font-size:11.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:15.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">7,214,808 </font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:15.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">66,500,089 </font></b></p>
  </td>
 </tr>
</table></div>



<p style="border:none;margin:0in;margin-bottom:.0001pt;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">During the nine months ended September 30,
2014 and 2013, the Company sold 27,042,451 and 7,214,808 shares, respectively,
at an average price per share of $10.28 and $10.12, respectively.</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Reinvestment of shareholder distributions and
share repurchases are included in the gross proceeds from the Company&#8217;s
offering for purposes of determining the total amount of organization costs and
offering expenses that can be paid by the Company (see Note 4).</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">As of September 30, 2014, the Company sold
42,532,137 shares of common stock for net proceeds of $435,041,340 at an
average price per share of $10.23. The net proceeds include gross proceeds
received from reinvested shareholder distributions of $9,163,138, for which the
Company issued 973,758 shares of common stock, and gross proceeds paid for
shares of common stock tendered for repurchase of $192,731, for which the
Company repurchased 20,492 shares of common stock.</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">During the period from October 1, 2014 to
November 10, 2014, the Company sold 4,039,255 shares of common stock for net
proceeds of $41,492,130 at an average price per share of $10.27. The net
proceeds include gross proceeds received from reinvested shareholder
distributions of $2,966,711, for which the Company issued 315,457 shares of
common stock, and gross proceeds paid for shares of common stock tendered for
repurchase of $292,000, for which the Company repurchased 31,048 shares of
common stock.</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Since commencing its continuous public
offering on July 2, 2012 and through November 10, 2014, the Company sold
46,571,392 shares of common stock for net proceeds of $476,533,470 at an
average price per share of $10.23. The net proceeds include gross proceeds
received from reinvested shareholder distributions of $12,129,849, for which
the Company issued 1,289,215 shares of common stock, and gross proceeds paid
for shares of common stock tendered for repurchase of $484,731, for which the
Company repurchased 51,540 shares of common stock.</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">On December 28, 2012, January 31, 2013,
March 14, 2013, May 15, 2013, August 15, 2013, and February 4, 2014, the
Company&#8217;s board of directors increased the public offering price per share of
common stock under the Company&#8217;s offering to $10.04, $10.13, $10.19, $10.24,
$10.32 and $10.45 per share, respectively, to ensure that the associated
offering price per share, net of sales commissions and dealer manager fees,
equaled or exceeded the net asset value per share on each subsequent
subscription closing date and distribution reinvestment date.</font></font></p>


<DIV bclFooter>


<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-add-space:auto;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">14</font></font></p>


</DIV>
</DIV><HR noshade STYLE="page-break-after: always" align="center" width="100%" size=2><a name="page_17"></a><DIV bclPageBorder STYLE="PADDING-TOP: 0in; PADDING-BOTTOM: 0in; WIDTH: 100%; PADDING-RIGHT: 0in; PADDING-LEFT: 0in">

<DIV bclHeader>


<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-hyphenate:none;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">C&#298;ON Investment Corporation</font></b></font></p>

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-hyphenate:none;mso-outline-level:1;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;tab-stops:center 3.75in;text-align:center;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Notes to Consolidated
Financial Statements</font></b></font><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;">&nbsp;</font></font></b></p>

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">September
30, 2014</font></b></font></font></b></p>

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">(unaudited)</font></b></font></font></b></p>

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></b></font></font></b></p>


</DIV>
<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;"><font style="border:none;"><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Share Repurchase Program</font></i></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Beginning in the first quarter of 2014, the
Company began offering, and on a quarterly basis thereafter it intends to
continue offering, to repurchase shares on such terms as may be determined by
the Company&#8217;s board of directors in its complete and absolute discretion
unless, in the judgment of the independent directors of the Company&#8217;s board of
directors, such repurchases would not be in the best interests of the Company&#8217;s
shareholders or would violate applicable law.</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The Company currently limits the number of
shares to be repurchased during any calendar year to the number of shares it
can repurchase with the proceeds it receives from the issuance of shares
pursuant to its second amended and restated distribution reinvestment plan. At
the discretion of the Company&#8217;s board of directors, it may also use cash on
hand, cash available from borrowings and cash from liquidation of investments
as of the end of the applicable period to repurchase shares. In addition, the
Company limits the number of shares to be repurchased in any calendar year to
15% of the weighted average number of shares outstanding in the prior calendar
year, or 3.75% in each quarter, though the actual number of shares that it
offers to repurchase may be less in light of the limitations noted above. The
Company offers to repurchase such shares at a price equal to 90% of the
offering price in effect on each date of repurchase. </font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Any periodic repurchase offers are subject
in part to the Company&#8217;s available cash and compliance with the BDC and RIC
qualification and diversification rules promulgated under the 1940 Act and the Code,
respectively. While the Company conducts quarterly tender offers as described
above, it is not required to do so and may suspend or terminate the share
repurchase program at any time, upon 30 days&#8217; notice.</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font color=black style="background:white;border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="background:white;font-size:9.0pt;">The following
table summarizes the share repurchases completed during the nine months ended
September 30, 2014:</font></font></p>

<p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;">&nbsp;</font></p>

<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:26.25pt;">
  <td nowrap valign=bottom width=21% style="border:none;border-bottom:solid black 1.0pt;height:26.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Three Months
  Ended</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:26.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=15% style="border:none;border-bottom:solid black 1.0pt;height:26.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Repurchase Date</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:26.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=13% style="border:none;border-bottom:solid black 1.0pt;height:26.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Shares Repurchased</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:26.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=15% style="border:none;border-bottom:solid black 1.0pt;height:26.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Percentage of Shares Tendered That Were
  Repurchased</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:26.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=13% style="border:none;border-bottom:solid black 1.0pt;height:26.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Repurchase Price Per Share</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:26.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=17% style="border:none;border-bottom:solid black 1.0pt;height:26.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Aggregate Consideration for Repurchased
  Shares</font></b></p>
  </td>
 </tr>
<tr style="height:15.0pt;">
  <td valign=bottom width=21% style="background:#B7DEE8;border:none;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">March 31, 2014</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=15% style="background:#B7DEE8;border:none;height:15.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;height:15.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;border:none;height:15.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:15.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:15.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:15.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td valign=bottom width=21% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">June 30, 2014</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=15% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">April 2, 2014</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">4,881 </font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">100%</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;9.41 &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">45,905 </font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td valign=bottom width=21% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">September 30,
  2014</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=15% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">July 2, 2014</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">15,611 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">100%</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;9.41 &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">146,826 </font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td valign=bottom width=21% style="height:12.75pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=7% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">20,492 </font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=15% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">192,731 </font></p>
  </td>
 </tr>
<tr height=0>
  <td width=21% style="border:none;">&nbsp;</td>
 <td width=1% style="border:none;">&nbsp;</td>
 <td width=8% style="border:none;">&nbsp;</td>
 <td width=7% style="border:none;">&nbsp;</td>
 <td width=1% style="border:none;">&nbsp;</td>
 <td width=13% style="border:none;">&nbsp;</td>
 <td width=1% style="border:none;">&nbsp;</td>
 <td width=15% style="border:none;">&nbsp;</td>
 <td width=1% style="border:none;">&nbsp;</td>
 <td width=2% style="border:none;">&nbsp;</td>
 <td width=11% style="border:none;">&nbsp;</td>
 <td width=2% style="border:none;">&nbsp;</td>
 <td width=2% style="border:none;">&nbsp;</td>
 <td width=15% style="border:none;">&nbsp;</td>
 </tr>
</table></div>



<p style="border:none;margin:0in;margin-bottom:.0001pt;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Note 4. Transactions with Related Parties</font></b></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">For the three and nine
months ended September 30, 2014 and 2013, fees and other expenses incurred by
the Company related to CIM and its affiliates were as follows:</font></font></p>

<p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;">&nbsp;</font></p>

<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:12.0pt;">
  <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=16% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=22% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=5 valign=bottom width=23% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Three Months Ended</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">September 30, </font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=5 valign=bottom width=23% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Nine Months Ended</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">September 30, </font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=2 nowrap valign=bottom width=12% style="background:white;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Entity</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=16% style="background:white;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Capacity</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=22% style="background:white;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Description</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=11% style="background:white;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2014</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=11% style="background:white;border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2013</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=11% style="background:white;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2014</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=11% style="background:white;border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2013</font></b></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td colspan=2 nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">ICON Securities,
  LLC</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=16% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Dealer manager</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=22% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Dealer manager
  fees<sup>(1)</sup></font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2,829,682 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,127,837 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">7,928,855 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2,103,107 </font></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td colspan=2 nowrap valign=bottom width=12% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">CIM</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=16% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Investment
  adviser</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=22% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Management fees<sup>(2)(3)</sup></font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:white;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,739,759 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:white;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">248,225 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:white;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">3,951,772 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:white;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">413,748 </font></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td colspan=2 nowrap valign=bottom width=12% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">CIM</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=16% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Investment
  adviser</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=22% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Incentive fees<sup>(2)(3)</sup></font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(497,508)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">128,766 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">247,565 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">303,494 </font></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td colspan=2 nowrap valign=bottom width=12% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">ICON Capital,
  LLC</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=16% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Administrative
  services provider</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=22% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Administrative
  services expense<sup>(2)(4)</sup></font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:white;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">376,806 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:white;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">144,462 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:white;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,222,421 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:white;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">715,653 </font></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td colspan=2 nowrap valign=bottom width=12% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">IIG</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=16% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Sponsor</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=22% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Organization
  costs and offering expenses reimbursement<sup>(2)</sup></font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">591,475 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td colspan=2 nowrap valign=bottom width=12% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">IIG </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=16% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Sponsor</font></p>
  </td>
 <td valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=22% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Recoupment of
  expense support<sup>(2)</sup></font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">22,530 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">622,156 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=16% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=22% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">4,471,269 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,649,290 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">14,564,244 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">3,536,002 </font></p>
  </td>
 </tr>
<tr style="height:5.25pt;">
  <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="border:none;border-bottom:solid black 1.0pt;height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=16% style="border:none;border-bottom:solid black 1.0pt;height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="border:none;border-bottom:solid black 1.0pt;height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=22% style="border:none;border-bottom:solid black 1.0pt;height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td nowrap valign=top width=2% style="background:white;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(1)</font></sup></p>
  </td>
 <td colspan=17 valign=bottom width=98% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Amounts charged
  directly to equity.</font></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td nowrap valign=top width=2% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(2)</font></sup></p>
  </td>
 <td colspan=17 valign=bottom width=98% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Amounts charged
  directly to operations.</font></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td nowrap valign=top width=2% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(3)</font></sup></p>
  </td>
 <td colspan=17 valign=top width=98% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Except for the
  three months ended September 30, 2014, some or all of the expenses have been
  supported pursuant to the expense support and conditional reimbursement
  agreement.</font></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td nowrap valign=top width=2% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(4)</font></sup></p>
  </td>
 <td colspan=17 valign=top width=98% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">For the three
  and nine months ended September 30, 2013, all expenses have been supported
  pursuant to the expense support and conditional reimbursement agreement.</font></p>
  </td>
 </tr>
</table></div>




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<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-add-space:auto;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">15</font></font></p>


</DIV>
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<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-hyphenate:none;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">C&#298;ON Investment Corporation</font></b></font></p>

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-hyphenate:none;mso-outline-level:1;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;tab-stops:center 3.75in;text-align:center;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Notes to Consolidated
Financial Statements</font></b></font><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;">&nbsp;</font></font></b></p>

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">September
30, 2014</font></b></font></font></b></p>

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">(unaudited)</font></b></font></font></b></p>

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></b></font></font></b></p>


</DIV>
<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The Company has entered into certain
agreements with CIM&#8217;s affiliate, ICON Securities, LLC, formerly known as ICON
Securities Corp., or ICON Securities, whereby the Company pays certain fees and
reimbursements. ICON Securities is entitled to receive a 3% dealer manager fee
from gross offering proceeds from the sale of the Company&#8217;s shares. The selling
dealers are entitled to receive a sales commission of up to 7% of gross
offering proceeds. Such costs are charged against capital in excess of par
value when incurred. Since commencing its continuous public offering on July 2,
2012 and through November 10, 2014, the Company paid or accrued sales
commissions of $27,748,426 to the selling dealers and dealer manager fees of
$13,499,346 to ICON Securities.</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The Company has entered
into an investment advisory agreement with CIM. On October 31, 2014, the board
of directors of&nbsp;the Company, including a majority of the board of
directors who are not interested persons, approved the renewal of the investment
advisory agreement&nbsp;for a period of twelve months commencing December 17,
2014. Pursuant to the investment advisory agreement, CIM is paid an annual base
management fee equal to 2.0% of the average value of the Company&#8217;s gross
assets, less cash and cash equivalents, and an incentive fee based on the
Company&#8217;s performance, as described below. The incentive fee consists of two
parts. The first part, which is referred to as the subordinated incentive fee
on income, is calculated and payable quarterly in arrears based on
&#8220;pre-incentive fee net investment income&#8221; for the immediately preceding quarter
and is subject to a hurdle rate, measured quarterly and expressed as a rate of
return on adjusted capital, as defined in the investment advisory agreement,
equal to 1.875% per quarter, or an annualized rate of 7.5%. The second part of
the incentive fee, which is referred to as the incentive fee on capital gains,
is described in Note 2. Refer to Note 7 for a discussion of CIM&#8217;s entitlement
to receive incentive fees and accrual of the incentive fee on capital gains
with respect to the TRS.</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The Company accrues the capital gains
incentive fee based on net realized gains and unrealized appreciation; however,
under the terms of the investment advisory agreement, the fee payable to CIM is
based on net realized gains and unrealized depreciation and no such fee is
payable with respect to unrealized appreciation unless and until such appreciation
is actually realized. For the three and nine months ended September 30, 2014, capital
gains incentive fees were ($497,508) and $247,565, respectively, of which
($234,532) and $163,471, respectively, related to unrealized appreciation. For
the three and nine months ended September 30, 2013, capital gains incentive
fees were $128,766 and $303,494, respectively, of which $100,829 and $181,326,
respectively, related to unrealized appreciation.</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">At September 30, 2014, the Company&#8217;s
liability for capital gain incentive fees was $688,520, which represents
capital gain incentive fees related to unrealized appreciation. With respect to
the TRS, CIM will become entitled to a capital gains incentive fee only upon
the termination or disposition of the TRS, at which point all net gains and losses
of the underlying loans constituting the reference assets of the TRS will be
realized. See Note 2 and Note 7 for an additional discussion of CIM&#8217;s
entitlement to receive incentive fees and accrual of the incentive fee on
capital gains with respect to the TRS. </font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The Company entered into
an administration agreement with CIM&#8217;s affiliate, ICON Capital, LLC, formerly
known as ICON Capital Corp., or ICON Capital, pursuant to which ICON Capital
furnishes the Company with administrative services including accounting,
investor relations and other administrative services necessary to conduct its
day-to-day operations. On October 31, 2014, the board of directors of&nbsp;the
Company, including a majority of the board of directors who are not interested
persons, approved the renewal of the administration agreement for a period of
twelve months commencing December 17, 2014. ICON Capital is reimbursed for
administrative expenses it incurs on the Company&#8217;s behalf in performing its
obligations, provided that such reimbursement will be for the lower of ICON
Capital&#8217;s actual costs or the amount that the Company would be required to pay
for comparable administrative services in the same geographic location. Such
costs will be reasonably allocated to the Company on the basis of assets,
revenues, time records or other reasonable methods. The Company will not
reimburse ICON Capital for any services for which it receives a separate fee or
for rent, depreciation, utilities, capital equipment or other administrative
items allocated to a person with a controlling interest in ICON Capital. </font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160; Under the terms of the
investment advisory agreement, CIM and certain of its affiliates, which
includes IIG, are entitled to receive reimbursement of up to 1.5% of the gross
proceeds raised until all organization costs and offering expenses have been
reimbursed. The Company&#8217;s payment of organization costs and offering expenses
will not exceed 1.5% of the actual gross proceeds raised from the offering
(without giving effect to any potential reimbursements from IIG and its
affiliates). If the Company sells the maximum number of shares at its latest
public offering price of $10.45 per share, the Company estimates that it may
incur up to approximately $15,675,000 of expenses. Previously, the Company
interpreted &#8220;raised&#8221; to mean all gross proceeds that the Company expected to
raise through the completion of the offering of its shares, which could be as
late as December 31, 2015, rather than actual gross proceeds raised through the
date of reimbursement. Consistent with such application and since the Company
believed it would raise at least $100 million through the completion of the
offering of its shares, upon commencement of operations on December 17, 2012,
the Company issued 111,111 shares of the Company&#8217;s common stock at $9.00 per
share to IIG in lieu of payment of $1,000,000 for organization costs and
offering expenses submitted for reimbursement. The transactions satisfied an
independent obligation of IIG to invest $1,000,000 in the Company&#8217;s shares.
Through that date, the Company had raised gross proceeds from unaffiliated
outside investors of $2,639,439 and from affiliated investors of $2,000,000,
which, applying 1.5% of actual proceeds raised through the date of reimbursement,
would have resulted in CIM being entitled to $69,592. </font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:12.0pt;">&#160;&nbsp;</font></p>


<DIV bclFooter>


<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-add-space:auto;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">16</font></font></p>


</DIV>
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<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-hyphenate:none;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">C&#298;ON Investment Corporation</font></b></font></p>

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-hyphenate:none;mso-outline-level:1;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;tab-stops:center 3.75in;text-align:center;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Notes to Consolidated
Financial Statements</font></b></font><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;">&nbsp;</font></font></b></p>

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">September
30, 2014</font></b></font></font></b></p>

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">(unaudited)</font></b></font></font></b></p>

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></b></font></font></b></p>


</DIV>
<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">With respect to any future reimbursements
for organization costs and offering expenses, the Company will interpret the
1.5% limit based on actual gross proceeds raised at the time of such
reimbursement.&nbsp;&nbsp;In addition, the Company will not issue any of its shares
or other securities for services or for property other than cash or securities
except as a dividend or distribution to its security holders or in connection
with a reorganization.&nbsp;&nbsp;Consistent with this interpretation, on May
30, 2013, IIG paid the Company $1,000,000, plus interest accrued at a rate of
7% per year.</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">From inception through
September 30, 2014, IIG and its affiliates incurred organization costs,
offering expenses and other pre-effective costs of $2,011,845. Of these costs,
$1,811,338 represented organization costs and offering expenses, of which
$1,591,475 have been submitted to the Company for reimbursement. The Company
paid $450,000 in October 2013, $550,000 in March 2014 and $591,475 in May
2014.&#160; No additional material organization costs, offering expenses or other
pre-effective costs have been incurred by IIG or its affiliates subsequent to
September 30, 2014. </font><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The decision to fund the
Company&#8217;s organization costs, offering expenses </font><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">and other pre-effective
costs and the decision to seek reimbursement for such costs is solely at the
discretion of IIG and its affiliates. As a result, the Company may or may not
be requested to reimburse any remaining costs funded by IIG and its affiliates.</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">As of September 30,
2014, the Company raised gross proceeds of $435,041,340, of which it can pay up
to $6,525,620 in organization costs and offering expenses (which represents
1.5% of the actual gross proceeds raised). Through September 30, 2014, the
Company paid $4,614,377 of such costs and expenses, leaving an additional
$1,911,243 that can be paid. As of November 10, 2014, the Company raised gross
proceeds of $476,533,470, of which it can pay up to $7,148,002 in organization
costs and offering expenses (which represents 1.5% of the actual gross proceeds
raised). Through November 10, 2014, the Company paid $4,919,497 of such costs
and expenses, leaving an additional $2,228,505 that can be paid.</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">On January 30, 2013, the Company entered
into the expense support and conditional reimbursement agreement with IIG,
whereby IIG agreed to reimburse the Company for expenses in an amount that is
sufficient to: (1) ensure that no portion of the Company&#8217;s distributions to
shareholders will be paid from its offering proceeds or borrowings, and/or (2)
reduce the Company&#8217;s operating expenses until it has achieved economies of
scale sufficient to ensure that it bears a reasonable level of expense in
relation to its investment income. Pursuant to the expense support and
conditional reimbursement agreement, the Company has a conditional obligation
to reimburse IIG for any amounts funded by IIG under such agreement if, during
any fiscal quarter occurring within three years of the date on which IIG funded
such amount, the sum of the Company&#8217;s net investment income for tax purposes,
net capital gains and the amount of any dividends and other distributions paid
to the Company on account of investments in portfolio companies exceeds the
distributions paid by the Company to its shareholders. </font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">On December 13,
2013, the Company and IIG amended and restated the expense support and
conditional reimbursement agreement to extend the termination date of such
agreement from January 30, 2014 to January 30, 2015.</font></font></p>


<DIV bclFooter>


<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-add-space:auto;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">17</font></font></p>


</DIV>
</DIV><HR noshade STYLE="page-break-after: always" align="center" width="100%" size=2><a name="page_20"></a><DIV bclPageBorder STYLE="PADDING-TOP: 0in; PADDING-BOTTOM: 0in; WIDTH: 100%; PADDING-RIGHT: 0in; PADDING-LEFT: 0in">

<DIV bclHeader>


<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-hyphenate:none;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">C&#298;ON Investment Corporation</font></b></font></p>

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-hyphenate:none;mso-outline-level:1;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;tab-stops:center 3.75in;text-align:center;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Notes to Consolidated
Financial Statements</font></b></font><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;">&nbsp;</font></font></b></p>

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">September
30, 2014</font></b></font></font></b></p>

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">(unaudited)</font></b></font></font></b></p>

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></b></font></font></b></p>


</DIV>
<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The table below presents a summary of all expenses supported by
IIG and the associated dates through which such expenses are eligible for
reimbursement by the Company for each of the following three month periods.</font></font></p>

<p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;">&nbsp;</font></p>

<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:16.5pt;">
  <td colspan=2 nowrap valign=bottom width=18% style="border:none;border-bottom:none black 1.0pt;height:16.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Three Months
  Ended</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:16.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=12% style="border:none;border-bottom:solid black 1.0pt;height:16.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Expense Support Received from IIG</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:16.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=12% style="border:none;border-bottom:solid black 1.0pt;height:16.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Expense Support Reimbursed to IIG</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:16.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=11% style="border:none;border-bottom:solid black 1.0pt;height:16.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Unreimbursed Expense Support</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:16.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=15% style="border:none;border-bottom:solid black 1.0pt;height:16.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Ratio of Operating Expense to Average Net
  Assets for the Period<sup>(1)</sup></font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:16.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:16.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Annualized Distribution Rate for the
  Period<sup>(3)</sup></font></b></p>
  </td>
 <td valign=bottom width=1% style="height:16.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=16% style="border:none;border-bottom:solid black 1.0pt;height:16.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Eligible for Reimbursement through</font></b></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td colspan=2 valign=bottom width=18% style="background:#B7DEE8;border:none;border-bottom:none black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">December 31,
  2012</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">116,706 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">116,706 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.93%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.00%<sup>(2)</sup></font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=16% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">December 31, 2015</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td colspan=2 valign=bottom width=18% style="border:none;border-bottom:none black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">March 31, 2013</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">819,373 </font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">505,450 </font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">313,923 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2.75%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">7.00%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=16% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">March 31, 2016</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td colspan=2 valign=bottom width=18% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">June 30, 2013</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,147,536 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,147,536 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1.43%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">7.00%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=16% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">June 30, 2016</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td colspan=2 valign=bottom width=18% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">September 30,
  2013</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,296,834 </font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,296,834 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.49%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">7.00%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=16% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">September 30, 2016</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td colspan=2 valign=bottom width=18% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">December 31,
  2013</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">695,160 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">695,160 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.31%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">7.00%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=16% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">December 31, 2016</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td colspan=2 valign=bottom width=18% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">March 31, 2014</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,048,858 </font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,048,858 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.27%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">7.00%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=16% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">March 31, 2017</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td colspan=2 valign=bottom width=18% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">June 30, 2014</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.31%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">7.00%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=16% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">June 30, 2017</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td colspan=2 valign=bottom width=18% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">September 30,
  2014</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.13%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">7.00%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=16% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">September 30, 2017</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=2 valign=bottom width=18% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double windowtext 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">5,124,467 </font></b></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double windowtext 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">622,156 </font></b></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double windowtext 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">4,502,311 </font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=16% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 </tr>
<tr style="height:6.0pt;">
  <td nowrap valign=bottom width=3% style="border:none;border-bottom:solid black 1.0pt;height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=15% style="border:none;border-bottom:solid black 1.0pt;height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=10% style="border:none;height:6.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=10% style="border:none;height:6.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=9% style="border:none;height:6.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=15% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=16% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 </tr>
<tr height=0>
  <td width=3% style="border:none;">&nbsp;</td>
 <td width=15% style="border:none;">&nbsp;</td>
 <td width=1% style="border:none;">&nbsp;</td>
 <td width=2% style="border:none;">&nbsp;</td>
 <td width=10% style="border:none;">&nbsp;</td>
 <td width=1% style="border:none;">&nbsp;</td>
 <td width=2% style="border:none;">&nbsp;</td>
 <td width=10% style="border:none;">&nbsp;</td>
 <td width=1% style="border:none;">&nbsp;</td>
 <td width=2% style="border:none;">&nbsp;</td>
 <td width=9% style="border:none;">&nbsp;</td>
 <td width=1% style="border:none;">&nbsp;</td>
 <td width=15% style="border:none;">&nbsp;</td>
 <td width=1% style="border:none;">&nbsp;</td>
 <td width=10% style="border:none;">&nbsp;</td>
 <td width=1% style="border:none;">&nbsp;</td>
 <td width=16% style="border:none;">&nbsp;</td>
 </tr>
</table></div>



<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:13.5pt;">
  <td nowrap valign=top width=3% style="height:13.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(1)</font></sup></p>
  </td>
 <td valign=top width=97% style="height:13.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Operating expenses include all expenses borne by the Company,
  except for organization costs and offering expenses, base management fees,
  incentive fees, administrative services expenses, other general and
  administrative expenses owed to CIM and its affiliates, and interest expense.</font></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td nowrap valign=top width=3% style="height:13.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(2)</font></sup></p>
  </td>
 <td valign=top width=97% style="height:13.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">The Company did not declare any distributions during the three
  months ended December 31, 2012.</font></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td nowrap valign=top width=3% style="height:13.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(3)</font></sup></p>
  </td>
 <td valign=top width=97% style="height:13.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Annualized Distribution Rate equals the annualized rate of
  distributions paid to shareholders based on the amount of the regular cash
  distributions paid immediately prior to the date the expense support payment
  obligation was incurred by CIM. Annualized Distribution Rate does not include
  special cash or stock distributions paid to shareholders.</font></p>
  </td>
 </tr>
</table></div>



<p style="border:none;margin:0in;margin-bottom:.0001pt;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Pursuant to the expense support and
conditional reimbursement agreement, the Company will have a conditional
obligation to reimburse IIG for any amounts funded by IIG under such agreement
(i) if expense reimbursement amounts funded by IIG exceed operating expenses
incurred during any fiscal quarter, (ii) if the sum of the Company&#8217;s net
investment income for tax purposes, net capital gains and the amount of any
dividends and other distributions paid to the Company on account of investments
in portfolio companies (to the extent not included in net investment income or
net capital gains for tax purposes) exceeds the distributions paid by the
Company to shareholders, and (iii) during any fiscal quarter occurring within
three years of the date on which IIG funded such amount. </font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Reimbursement of such
costs will be determined as appropriate to meet the objectives of the expense
support and conditional reimbursement agreement. During the three and nine
months ended September 30, 2014, the Company recorded obligations to repay
expense reimbursements to IIG of $22,530 and $622,156, respectively. On
September 4, 2014, the Company repaid $599,626 of expense reimbursements to
IIG. The Company may or may not be requested to reimburse any remaining costs in
the future. </font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">As of September 30,
2014, the total net liability payable to CIM and its affiliates was $2,055,775,
which primarily related to fees earned by CIM during the three months ended
September 30, 2014.&#160; As of December 31, 2013, net reimbursements due from IIG
were $545,593.</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The Company or IIG may terminate the
expense support and conditional reimbursement agreement at any time. IIG has
indicated that it expects to continue such reimbursements until it deems that
the Company has achieved economies of scale sufficient to ensure that it bears
a reasonable level of expenses in relation to its income. If the Company
terminates the investment advisory agreement with CIM, the Company may be
required to repay IIG all reimbursements funded by IIG within three years of
the date of termination. The specific amount of expenses reimbursed by IIG, if
any, will be determined at the end of each quarter. There can be no assurance
that the expense support and conditional reimbursement agreement will remain in
effect or that IIG will reimburse any portion of the Company&#8217;s expenses in
future quarters. </font></font></p>


<DIV bclFooter>


<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-add-space:auto;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">18</font></font></p>


</DIV>
</DIV><HR noshade STYLE="page-break-after: always" align="center" width="100%" size=2><a name="page_21"></a><DIV bclPageBorder STYLE="PADDING-TOP: 0in; PADDING-BOTTOM: 0in; WIDTH: 100%; PADDING-RIGHT: 0in; PADDING-LEFT: 0in">

<DIV bclHeader>


<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-hyphenate:none;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">C&#298;ON Investment Corporation</font></b></font></p>

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-hyphenate:none;mso-outline-level:1;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;tab-stops:center 3.75in;text-align:center;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Notes to Consolidated
Financial Statements</font></b></font><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;">&nbsp;</font></font></b></p>

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">September
30, 2014</font></b></font></font></b></p>

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">(unaudited)</font></b></font></font></b></p>

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></b></font></font></b></p>


</DIV>
<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The Company may fund its cash distributions to shareholders from
any sources of funds available to the Company, including offering proceeds,
borrowings, net investment income from operations, capital gains proceeds from
the sale of assets, non-capital gains proceeds from the sale of assets,
dividends or other distributions paid to it on account of preferred and common
equity investments in portfolio companies and expense reimbursements from IIG,
which are subject to recoupment. The Company has not established limits on the
amount of funds it may use from available sources to make distributions.&nbsp;A
substantial portion of the Company&#8217;s distributions have resulted, and future
distributions may result, from expense reimbursements from IIG, which are
subject to repayment by the Company within three years.&nbsp;The purpose of
this arrangement is to avoid such distributions being characterized as a return
of capital for tax purposes. Shareholders should understand that any such
distributions are not based on the Company&#8217;s investment performance, and can
only be sustained if the Company achieves positive investment performance in
future periods and/or IIG continues to make such expense reimbursements.
Shareholders should also understand that the Company&#8217;s future repayments will
reduce the distributions that they would otherwise receive.&nbsp; There can be
no assurance that the Company will achieve such performance in order to sustain
these distributions, or be able to pay distributions at all.&nbsp; IIG has no
obligation to provide expense reimbursements to the Company in future periods.
For the three and nine months ended September 30, 2013 and the nine months
ended September 30, 2014, if expense reimbursements from IIG were not
supported, some or all of the distributions may have been a return of capital
for tax purposes.</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Because CIM&#8217;s senior management team is
comprised of substantially the same personnel as the senior management team of
the Company&#8217;s affiliate, ICON Capital, which is the investment manager to certain
equipment finance funds, or equipment funds, such members of senior management
provide investment advisory and management services to the equipment funds in
addition to the Company. In the event that CIM undertakes to provide investment
advisory services to other clients in the future, it will strive to allocate
investment opportunities in a fair and equitable manner consistent with the
Company&#8217;s investment objective and strategies so that the Company will not be
disadvantaged in relation to any other client of the investment adviser or its
senior management team. However, it is currently possible that some investment
opportunities will be provided to the equipment funds or other clients of CIM
rather than to the Company.</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;"><font style="border:none;"><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Indemnifications</font></i></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-indent:27.0pt;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The investment advisory agreement, the
investment sub-advisory agreement, the administration agreement and the dealer manager
agreement each provide certain indemnifications from the Company to the other
relevant parties to such agreements.&#160; The Company&#8217;s maximum exposure under
these agreements is unknown. However, the Company has not experienced claims or
losses pursuant to these agreements and believes the risk of loss related to
such indemnifications to be remote. </font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Note 5. Distributions</font></b></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The Company&#8217;s board of directors declared
distributions for twenty four and thirty six record dates during the year ended
December 31, 2013 and nine months ended September 30, 2014, respectively.
Declared distributions are paid monthly.</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:27.0pt;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The following table presents cash
distributions per share that were declared during the year ended December 31,
2013 and nine months ended September 30, 2014:</font></font></p>

<p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;">&nbsp;</font></p>

<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:15.0pt;">
  <td nowrap valign=bottom width=9% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=48% style="background:white;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="background:white;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;&nbsp;</font></p>
  </td>
 <td colspan=5 valign=bottom width=32% style="background:white;border:none;border-bottom:solid black 1.0pt;height:15.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Distributions</font></b></p>
  </td>
 <td valign=bottom width=8% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=48% style="background:white;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Three Months
  Ended</font></b></p>
  </td>
 <td valign=bottom width=3% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=15% style="background:white;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Per Share</font></b></p>
  </td>
 <td valign=bottom width=3% style="background:white;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=14% style="background:white;border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Amount</font></b></p>
  </td>
 <td valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=48% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Fiscal 2013</font></b></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=13% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=12% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=48% style="height:12.0pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">March 31, 2013
  (six record dates)</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.1769 </font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">208,766</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=48% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">June 30, 2013
  (six record dates)</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.1788 </font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">518,630</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=48% style="height:12.0pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">September 30,
  2013 (six record dates)</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.1799 </font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,089,797</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=48% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">December 31,
  2013 (six record dates)</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.1806 </font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2,157,124</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=9% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=48% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total
  distributions for the year ended December 31, 2013</font></b></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.7162 </font></b></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">3,974,317</font></b></p>
  </td>
 <td valign=bottom width=8% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=9% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=48% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=48% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Fiscal 2014</font></b></p>
  </td>
 <td valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=48% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">March 31, 2014
  (nine record dates)</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.1679 </font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">3,314,444</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=48% style="height:12.0pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">June 30, 2014
  (thirteen record dates)</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.1829 </font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">5,120,083</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=48% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">September 30,
  2014 (fourteen record dates)</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.1969 </font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">7,396,031</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=48% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total
  distributions for the nine months ended September 30,&#160; 2014</font></b></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.5477 </font></b></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">15,830,558</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
</table></div>




<DIV bclFooter>


<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-add-space:auto;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">19</font></font></p>


</DIV>
</DIV><HR noshade STYLE="page-break-after: always" align="center" width="100%" size=2><a name="page_22"></a><DIV bclPageBorder STYLE="PADDING-TOP: 0in; PADDING-BOTTOM: 0in; WIDTH: 100%; PADDING-RIGHT: 0in; PADDING-LEFT: 0in">

<DIV bclHeader>


<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-hyphenate:none;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">C&#298;ON Investment Corporation</font></b></font></p>

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-hyphenate:none;mso-outline-level:1;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;tab-stops:center 3.75in;text-align:center;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Notes to Consolidated
Financial Statements</font></b></font><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;">&nbsp;</font></font></b></p>

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">September
30, 2014</font></b></font></font></b></p>

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">(unaudited)</font></b></font></font></b></p>

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></b></font></font></b></p>


</DIV>
<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font color=black style="border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">On February 1, 2014, the Company changed from
semi-monthly closings to weekly closings for the sale of the Company&#8217;s shares
pursuant to its continuous public offering</font></font><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">. As result, the Company&#8217;s board of directors authorizes and
declares on a monthly basis a weekly&nbsp;distribution
amount per share of common stock.</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">On September 15,
2014, the Company&#8217;s board of directors declared four weekly cash distributions
of $0.014067 per share, which were paid on October 29, 2014 to shareholders of
record on October 7, October 14, October 21, and October 28, 2014.&#160; On October
15, 2014, the board of directors declared four weekly cash distributions of
$0.014067 per share, payable on November 26, 2014 to shareholders of record on
November 4, November 11, November 18, and November 25, 2014.</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The Company has adopted an &#8220;opt in&#8221;
distribution reinvestment plan for shareholders. As a result, if the Company
makes a distribution, shareholders will receive distributions in cash unless
they specifically &#8220;opt in&#8221; to the second amended and restated distribution
reinvestment plan so as to have their cash distributions reinvested in
additional shares of the Company&#8217;s common stock.</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The Company may fund cash distributions to
shareholders in the future from any sources of funds available, including
offering proceeds, borrowings, net investment income from operations, capital
gains proceeds from the sale of assets, non-capital gains proceeds from the
sale of assets, dividends or other distributions paid to the Company on account
of preferred and common equity investments in portfolio companies and expense
reimbursements from IIG. A substantial portion of the Company&#8217;s distributions
have resulted, and future distributions may result, from expense reimbursements
from IIG, which are subject to repayment by the Company. The Company has not
established limits on the amount of funds it may use from available sources to
make distributions.</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The following table reflects the sources of
cash distributions that the Company has declared on its shares of common stock
during the nine months ended September 30, 2014 and 2013:</font></font></p>

<p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;">&nbsp;</font></p>

<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:12.0pt;">
  <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=36% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=15 valign=bottom width=61% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Nine Months Ended</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">September 30, </font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=36% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=7 valign=bottom width=30% style="background:white;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2014</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=7 valign=bottom width=30% style="background:white;border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2013</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=2 nowrap valign=bottom width=38% style="background:white;border:none;border-bottom:none black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Source of
  Distribution</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=10% style="background:white;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Per Share</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:white;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=10% style="background:white;border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Amount</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Percentage</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=10% style="background:white;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Per Share</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:white;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=10% style="background:white;border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Amount</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Percentage</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=2 nowrap valign=bottom width=38% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net investment
  income</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td valign=bottom width=8% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.0826 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td valign=bottom width=8% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2,387,817 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">15.1%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td valign=bottom width=8% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.0616 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td valign=bottom width=8% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">208,988 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">11.5%</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=2 nowrap valign=bottom width=38% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net realized
  gain on total return swap</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td colspan=2 nowrap valign=bottom width=38% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net interest and
  other income from TRS portfolio</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=8% style="background:#B7DEE8;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.3389 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=8% style="background:#B7DEE8;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">9,794,608 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">61.9%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=8% style="background:#B7DEE8;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.2940 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=8% style="background:#B7DEE8;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">997,321 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">54.9%</font></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td colspan=2 nowrap valign=bottom width=38% style="height:13.5pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net gain on TRS
  loan sales</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=8% style="height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.0728 </font></p>
  </td>
 <td valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=8% style="height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2,104,176 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">13.3%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=8% style="height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.1752 </font></p>
  </td>
 <td valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=8% style="height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">594,488 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">32.7%</font></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td colspan=2 nowrap valign=bottom width=38% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net realized
  gain on investments</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=8% style="background:#B7DEE8;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.0469 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=8% style="background:#B7DEE8;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,355,562 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">8.5%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=8% style="background:#B7DEE8;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.0048 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=8% style="background:#B7DEE8;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">16,396 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.9%</font></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td colspan=2 nowrap valign=bottom width=38% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">From other
  sources<sup>(1)</sup></font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=8% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.0065 </font></p>
  </td>
 <td valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=8% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">188,395 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1.2%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=8% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;-&#160;&#160; &nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=8% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;-&#160;&#160; &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.0%</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=2 nowrap valign=bottom width=38% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total
  distributions</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td valign=bottom width=8% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.5477 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td valign=bottom width=8% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">15,830,558 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">100.0%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td valign=bottom width=8% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.5356 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td valign=bottom width=8% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,817,193 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">100.0%</font></p>
  </td>
 </tr>
<tr style="height:8.25pt;">
  <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:8.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=36% style="border:none;border-bottom:solid black 1.0pt;height:8.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:8.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:8.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=8% style="border:none;height:8.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:8.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:8.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=8% style="border:none;height:8.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:8.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;height:8.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:8.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:8.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=8% style="border:none;height:8.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:8.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:8.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=8% style="border:none;height:8.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:8.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;height:8.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
</table></div>



<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:12.0pt;">
  <td valign=top width=100% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(1)</font></sup><font color=black face="Times New Roman,serif" style="font-size:9.0pt;"> Includes adjustments made to GAAP basis
  net investment income to arrive at taxable income available for
  distributions.</font></p>
  </td>
 </tr>
</table></div>



<p style="border:none;margin:0in;margin-bottom:.0001pt;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;">&nbsp;</font></font></p>

<p style="background:white;border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">It is the Company's
policy to comply with all requirements of the Code applicable to RICs and to
distribute substantially all of its taxable income to its shareholders. In
addition, by distributing during each calendar year substantially all of its
net investment income, net realized capital gains and certain other amounts, if
any, the Company intends not to be subject to a federal excise tax.
Accordingly, no federal income tax provision was required.</font></font><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;"> &nbsp;</font></font></p>

<p style="background:white;border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p style="background:white;border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font color=black style="border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Income and
capital gain distributions are determined in accordance with the Code and
federal tax regulations, which may differ from amounts determined in accordance
with GAAP. These book/tax differences, which could be material, are primarily
due to differing treatments of income and gains on various investments held by
the Company. Permanent book/tax differences result in reclassifications to
capital in excess of par value, accumulated undistributed net investment
income, accumulated undistributed realized gain on investments, and accumulated
undistributed realized gain on total return swap. During 2013, the Company did
not have any reclassifications as a result of permanent book/tax differences.</font></font></p>

<p style="background:white;border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font color=black style="border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The determination of the tax attributes of
the Company&#8217;s distributions is made annually as of the end of the Company&#8217;s
fiscal year based upon the Company&#8217;s taxable income for the full year and
distributions paid for the full year. The tax characteristics of distributions
to shareholders are reported to shareholders annually on Form 1099-DIV. All
distributions for 2013 were characterized as ordinary income distributions for
federal income tax purposes.</font></font></p>


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<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-add-space:auto;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">20</font></font></p>


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</DIV><HR noshade STYLE="page-break-after: always" align="center" width="100%" size=2><a name="page_23"></a><DIV bclPageBorder STYLE="PADDING-TOP: 0in; PADDING-BOTTOM: 0in; WIDTH: 100%; PADDING-RIGHT: 0in; PADDING-LEFT: 0in">

<DIV bclHeader>


<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-hyphenate:none;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">C&#298;ON Investment Corporation</font></b></font></p>

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-hyphenate:none;mso-outline-level:1;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;tab-stops:center 3.75in;text-align:center;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Notes to Consolidated
Financial Statements</font></b></font><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;">&nbsp;</font></font></b></p>

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">September
30, 2014</font></b></font></font></b></p>

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">(unaudited)</font></b></font></font></b></p>

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></b></font></font></b></p>


</DIV>
<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The tax components of accumulated earnings for the current year
will be determined at year end. As of December 31, 2013, the components of
accumulated earnings on a tax basis were as follows:</font></font></p>

<p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;">&nbsp;</font></p>

<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:12.0pt;">
  <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=62% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=20% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">December 31, 2013</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=62% style="background:#B6DDE8;height:12.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Undistributed
  net investment income</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B6DDE8;border:none;height:12.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="background:#B6DDE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">80,044 </font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=9% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=62% style="height:12.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Performance-based
  incentive fee on unrealized gains</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="height:12.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(530,569)</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=9% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=62% style="background:#B7DEE8;height:12.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net unrealized
  appreciation on investments and total return swap</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2,603,245 </font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=9% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=62% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;$</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2,152,720 </font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=bottom width=9% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face=Calibri,sans-serif style="font-size:11.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face=Calibri,sans-serif style="font-size:11.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=59% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face=Calibri,sans-serif style="font-size:11.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face=Calibri,sans-serif style="font-size:11.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="border:none;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face=Calibri,sans-serif style="font-size:11.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face=Calibri,sans-serif style="font-size:11.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr height=0>
  <td width=9% style="border:none;">&nbsp;</td>
 <td width=3% style="border:none;">&nbsp;</td>
 <td width=59% style="border:none;">&nbsp;</td>
 <td width=3% style="border:none;">&nbsp;</td>
 <td width=17% style="border:none;">&nbsp;</td>
 <td width=9% style="border:none;">&nbsp;</td>
 </tr>
</table></div>



<p style="border:none;margin:0in;margin-bottom:.0001pt;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">As of September 30, 2014, the aggregate
gross unrealized appreciation for all securities in which there was an excess
of value over tax cost was $3,442,599; the aggregate gross unrealized
depreciation for all securities in which there was an excess of tax cost over
value was $3,095,016; the net unrealized appreciation was $347,583; and the
aggregate cost of securities for Federal income tax purposes was $311,488,307.</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">As of December 31, 2013, the aggregate
gross unrealized appreciation for all securities in which there was an excess
of value over tax cost was $2,726,569; the aggregate gross unrealized
depreciation for all securities in which there was an excess of tax cost over
value was $123,324; the net unrealized appreciation was $2,603,245; and the aggregate
cost of securities for Federal income tax purposes was $103,464,285.</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Note 6. Investments</font></b></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:27.0pt;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The composition of the Company&#8217;s investment
portfolio as of September 30, 2014 and December 31, 2013 at amortized cost and
fair value was as follows:</font></font></p>

<p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;">&nbsp;</font></p>

<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:12.0pt;">
  <td valign=bottom width=24% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=7 valign=bottom width=36% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">September 30, 2014</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=7 valign=bottom width=36% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">December 31, 2013</font></b></p>
  </td>
 </tr>
<tr style="height:.5in;">
  <td nowrap valign=bottom width=24% style="height:.5in;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:.5in;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=12% style="border:none;border-bottom:solid black 1.0pt;height:.5in;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Amortized</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Cost<sup>(1)</sup></font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:.5in;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=12% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:.5in;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Fair</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Value</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:.5in;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=10% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:.5in;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Percentage&nbsp;of</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Investment</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Portfolio</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:.5in;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=12% style="border:none;border-bottom:solid black 1.0pt;height:.5in;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Amortized</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Cost<sup>(1)</sup></font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:.5in;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=12% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:.5in;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Fair</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Value</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:.5in;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=10% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:.5in;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Percentage&nbsp;of</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Investment</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Portfolio</font></b></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td valign=bottom width=24% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Senior secured
  term loans - first lien</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">66,322,355 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">66,855,635 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">24.0%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">61,095,685 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">61,787,430 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">66.4%</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=24% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Senior secured
  term loans - second lien</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">180,478,881 </font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">181,249,221 </font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">65.2%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">22,189,331 </font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">22,552,214 </font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">24.2%</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td valign=bottom width=24% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Collateralized
  securities</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">30,625,169 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">30,009,990 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">10.8%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">8,746,000 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">8,795,600 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">9.4%</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td valign=bottom width=24% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Subtotal/total
  percentage</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">277,426,405 </font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">278,114,846 </font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">100.0%</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">92,031,016 </font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">93,135,244 </font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">100.0%</font></b></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td valign=bottom width=24% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Short term
  investments<sup>(2)</sup></font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">34,061,902 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">34,061,902 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">11,383,669 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">11,383,669 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td valign=bottom width=24% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total
  investments</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">311,488,307 </font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">312,176,748 </font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">103,414,685 </font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">104,518,913 </font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td valign=bottom width=24% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
</table></div>



<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:13.5pt;">
  <td nowrap valign=top width=3% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(1)</font></sup></p>
  </td>
 <td valign=top width=97% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Amortized cost represents the original cost adjusted for the
  amortization of premiums and/or accretion of discounts, as applicable, on the
  Company&#8217;s investments.</font></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td nowrap valign=top width=3% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(2)</font></sup></p>
  </td>
 <td valign=top width=97% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Short term investments represent an investment in a fund that
  invests in highly liquid investments with original maturity dates of three
  months or less.</font></p>
  </td>
 </tr>
</table></div>




<DIV bclFooter>


<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-add-space:auto;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">21</font></font></p>


</DIV>
</DIV><HR noshade STYLE="page-break-after: always" align="center" width="100%" size=2><a name="page_24"></a><DIV bclPageBorder STYLE="PADDING-TOP: 0in; PADDING-BOTTOM: 0in; WIDTH: 100%; PADDING-RIGHT: 0in; PADDING-LEFT: 0in">

<DIV bclHeader>


<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-hyphenate:none;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">C&#298;ON Investment Corporation</font></b></font></p>

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-hyphenate:none;mso-outline-level:1;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;tab-stops:center 3.75in;text-align:center;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Notes to Consolidated
Financial Statements</font></b></font><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;">&nbsp;</font></font></b></p>

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">September
30, 2014</font></b></font></font></b></p>

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">(unaudited)</font></b></font></font></b></p>

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></b></font></font></b></p>


</DIV>
<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The following tables show the composition of the Company&#8217;s
investment portfolio by industry classification and geographic dispersion, and
the percentage, by fair value, of the total investment portfolio assets in such
industries and geographies as of September 30, 2014 and December 31, 2013:</font></font></p>

<p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;">&nbsp;</font></p>

<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:12.0pt;">
  <td valign=bottom width=28% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=4 valign=bottom width=34% style="background:white;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">September 30, 2014</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=4 valign=bottom width=35% style="background:white;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">December 31, 2013</font></b></p>
  </td>
 </tr>
<tr style="height:26.25pt;">
  <td valign=bottom width=28% style="background:white;border:none;border-bottom:solid black 1.0pt;height:26.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Industry
  Classification</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:26.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=15% style="background:white;border:none;border-bottom:solid black 1.0pt;height:26.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Investments&nbsp;at</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Fair&nbsp;Value</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:white;border:none;border-top:solid black 1.0pt;height:26.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=18% style="background:white;border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:26.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Percentage&nbsp;of</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Investment Portfolio</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:26.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=15% style="background:white;border:none;border-bottom:solid black 1.0pt;height:26.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Investments&nbsp;at</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Fair&nbsp;Value</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:white;border:none;border-top:solid black 1.0pt;height:26.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=19% style="background:white;border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:26.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Percentage&nbsp;of</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Investment Portfolio</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=28% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Services:
  Business</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">59,631,040 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=18% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">21.4%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">15,754,714 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=19% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">16.9%</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=28% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">High Tech
  Industries</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">42,378,378 </font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=18% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">15.2%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2,876,400 </font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=19% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">3.1%</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=28% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Beverage, Food
  &amp; Tobacco</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">35,248,770 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=18% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">12.7%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=19% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=28% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Diversified
  Financials</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">30,009,990 </font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=18% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">10.8%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">8,795,600 </font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=19% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">9.4%</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=28% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Automotive</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">21,610,371 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=18% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">7.8%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">7,473,560 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=19% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">8.0%</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=28% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Media:
  Advertising, Printing &amp; Publishing</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">20,692,426 </font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=18% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">7.5%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=19% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=28% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Healthcare &amp;
  Pharmaceuticals</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">10,701,910 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=18% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">3.8%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">8,968,804 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=19% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">9.6%</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=28% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Chemicals,
  Plastics &amp; Rubber</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">9,260,946 </font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=18% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">3.3%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">6,797,514 </font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=19% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">7.3%</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=28% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Containers,
  Packaging &amp; Glass</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">7,506,000 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=18% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2.7%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,500,000 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=19% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1.6%</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=28% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Media:
  Diversified &amp; Production</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">6,518,182 </font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=18% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2.3%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,920,350 </font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=19% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2.1%</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=28% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Hotel, Gaming
  &amp; Leisure</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">6,282,200 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=18% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2.3%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">515,000 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=19% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.6%</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=28% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Construction
  &amp; Building</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">6,174,922 </font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=18% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2.2%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">3,415,256 </font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=19% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">3.7%</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=28% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Environmental
  Industries</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">4,975,000 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=18% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1.8%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,909,952 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=19% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2.1%</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=28% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Telecommunications</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">4,477,500 </font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=18% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1.6%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">3,973,040 </font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=19% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">4.3%</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=28% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Capital
  Equipment</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">3,955,125 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=18% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1.4%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">3,014,850 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=19% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">3.2%</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=28% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Media:
  Broadcasting &amp; Subscription</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2,089,052 </font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=18% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.8%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">3,544,422 </font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=19% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">3.8%</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=28% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Consumer Goods:
  Non-Durable</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2,067,998 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=18% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.7%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">9,527,245 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=19% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">10.2%</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=28% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Energy: Oil
  &amp; Gas</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,449,195 </font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=18% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.6%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">3,629,300 </font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=19% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">3.9%</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=28% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Aerospace &amp;
  Defense</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,440,381 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=18% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.5%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,463,701 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=19% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1.6%</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=28% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Banking,
  Finance, Insurance &amp; Real Estate</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">845,460 </font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=18% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.3%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2,427,410 </font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=19% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2.6%</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=28% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Services:
  Consumer</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">800,000 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=18% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.3%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">5,628,126 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=19% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">6.0%</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=28% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Subtotal/total
  percentage</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">278,114,846 </font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=18% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">100.0%</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">93,135,244 </font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=19% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">100.0%</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=28% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">U.S. Treasury
  Securities</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">34,061,902 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=18% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">11,383,669 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=19% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td valign=bottom width=28% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total investments</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">312,176,748 </font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=18% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">104,518,913 </font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=19% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 </tr>
</table></div>



<p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;">&nbsp;</font></p>

<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:12.0pt;">
  <td valign=bottom width=29% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=4 valign=bottom width=34% style="background:white;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">September 30, 2014</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=4 valign=bottom width=35% style="background:white;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">December 31, 2013</font></b></p>
  </td>
 </tr>
<tr style="height:26.25pt;">
  <td valign=bottom width=29% style="background:white;border:none;border-bottom:solid black 1.0pt;height:26.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Geographic
  Dispersion<sup>(1)</sup></font></b></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:26.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=15% style="background:white;border:none;border-bottom:solid black 1.0pt;height:26.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Investments&nbsp;at</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Fair&nbsp;Value</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:white;border:none;border-top:solid black 1.0pt;height:26.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=18% style="background:white;border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:26.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Percentage&nbsp;of</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Investment Portfolio</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:26.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=15% style="background:white;border:none;border-bottom:solid black 1.0pt;height:26.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Investments&nbsp;at</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Fair&nbsp;Value</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:white;border:none;border-top:solid black 1.0pt;height:26.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=19% style="background:white;border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:26.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Percentage&nbsp;of</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Investment Portfolio</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=29% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">United States</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">245,588,524 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=18% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">88.3%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">82,542,130 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=19% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">88.6%</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=29% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Cayman Islands</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">17,705,990 </font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=18% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">6.4%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">3,795,600 </font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=19% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">4.1%</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=29% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Germany</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">8,010,000 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=18% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2.9%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=19% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=29% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Netherlands</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">5,025,000 </font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=18% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1.8%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">5,037,500 </font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=19% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">5.4%</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=29% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Switzerland</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,785,332 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=18% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.6%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,760,014 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=19% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1.9%</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=29% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Subtotal/total
  percentage</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">278,114,846 </font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=18% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">100.0%</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">93,135,244 </font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=19% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">100.0%</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=29% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">U.S. Treasury Securities</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">34,061,902 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=18% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">11,383,669 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=19% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td valign=bottom width=29% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total investments</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">312,176,748 </font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=18% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">104,518,913 </font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=19% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 </tr>
<tr style="height:7.5pt;">
  <td valign=bottom width=29% style="border:none;border-bottom:solid black 1.0pt;height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=13% style="border:none;height:7.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=18% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=13% style="border:none;height:7.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=19% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
</table></div>



<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:13.5pt;">
  <td nowrap valign=bottom width=100% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(1)</font></sup><font color=black face="Times New Roman,serif" style="font-size:9.0pt;"> The geographic dispersion is determined
  by the portfolio company's country of domicile.</font></p>
  </td>
 </tr>
</table></div>




<DIV bclFooter>


<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-add-space:auto;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">22</font></font></p>


</DIV>
</DIV><HR noshade STYLE="page-break-after: always" align="center" width="100%" size=2><a name="page_25"></a><DIV bclPageBorder STYLE="PADDING-TOP: 0in; PADDING-BOTTOM: 0in; WIDTH: 100%; PADDING-RIGHT: 0in; PADDING-LEFT: 0in">

<DIV bclHeader>


<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-hyphenate:none;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">C&#298;ON Investment Corporation</font></b></font></p>

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-hyphenate:none;mso-outline-level:1;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;tab-stops:center 3.75in;text-align:center;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Notes to Consolidated
Financial Statements</font></b></font><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;">&nbsp;</font></font></b></p>

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">September
30, 2014</font></b></font></font></b></p>

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">(unaudited)</font></b></font></font></b></p>

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></b></font></font></b></p>


</DIV>
<p style="border:none;margin:0in;margin-bottom:.0001pt;margin-top:10.05pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">As of September 30, 2014 and December 31, 2013,
there were no delinquent or non-accrual debt investments.</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;margin-top:10.0pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The Company does
not &#8220;control&#8221; and is not an &#8220;affiliate&#8221; of any of the Company&#8217;s portfolio
companies, each as defined in the 1940 Act. In general, under the 1940 Act, the
Company would be presumed to &#8220;control&#8221; a portfolio company or issuer if the
Company owned 25% or more of its voting securities and would be an &#8220;affiliate&#8221;
of a portfolio company or issuer if the Company owned 5% or more of its voting
securities. </font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;margin-top:10.0pt;text-align:justify;text-indent:.5in;"><font color=black style="border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The
Company&#8217;s investment portfolio may contain senior secured investments that are
in the form of lines of credit, unfunded delayed drawdown loan commitments, or
revolving credit facilities, which require the Company to provide funding when
requested by portfolio companies in accordance with the terms of the underlying
loan agreements. As of September 30, 2014 and </font></font><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">December 31, 2013</font><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">, the Company&#8217;s
unfunded loan commitments amounted to $21,674,000 and $2,450,758, respectively.
As of November 10, 2014, the Company&#8217;s unfunded loan commitments amounted to
$23,112,083. </font><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">For information on the companies to which the Company is
committed to fund additional amounts as of </font><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">September
30, 2014 and </font><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">December 31, 2013</font><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">, </font><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">refer
to the consolidated schedule of investments.</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Note 7. Total Return Swap</font></b></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:27.0pt;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">On December 17, 2012, the Company, through
its wholly-owned subsidiary, Flatiron, entered into a TRS with Citibank. Effective
December 9, 2013, Flatiron and Citibank amended the TRS to, among other things,
extend the termination or call date from December 17, 2013 to December 17,
2014, increase the maximum aggregate market value of the portfolio of loans
subject to the TRS (determined at the time each such loan becomes subject to
the TRS) from $150 million to $225 million, and increase the interest rate payable
by Flatiron to Citibank with respect to each loan included in the TRS by
increasing the spread over the floating rate index specified for each such loan
from 1.25% to 1.35% per year. Flatiron and Citibank further amended the TRS to
increase the maximum aggregate market value of the portfolio of loans subject
to the TRS to $275 million effective February 18, 2014, to $325 million
effective April 30, 2014, to $375 million effective July 30, 2014, and to $475
million effective September 5, 2014.</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">A TRS is a contract in which one party
agrees to make periodic payments to another party based on the change in the
market value of the assets underlying the TRS and interest payments in return
for periodic payments based on a fixed or variable interest rate. A TRS
effectively adds leverage to a portfolio by providing investment exposure to a
security or market without owning or taking physical custody of such security
or investing directly in such market. Because of the unique structure of a TRS,
a TRS typically offers lower financing costs than are offered through more
traditional borrowing arrangements.</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The TRS with Citibank enables the Company,
through its ownership of Flatiron, to obtain the economic benefit of owning the
loans subject to the TRS, without actually owning them, in return for an
interest-type payment to Citibank. As such, the TRS is analogous to Flatiron
borrowing funds to acquire loans and incurring interest expense to a lender.</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The obligations of Flatiron under the TRS
are non-recourse to the Company and the Company&#8217;s exposure under the TRS is
limited to the value of the Company&#8217;s investment in Flatiron, which generally
will equal the value of cash collateral provided by Flatiron under the TRS.
Pursuant to the terms of the TRS, Flatiron may select loans with a maximum
aggregate market value (determined at the time each such loan becomes subject
to the TRS) of $475 million. Flatiron is required to initially cash
collateralize a specified percentage of each loan (generally 25% of the market value
of such loan) included under the TRS in accordance with margin requirements
described in the TRS Agreement. Under the terms of the TRS, Flatiron agreed not
to draw upon, or post as collateral, such cash collateral in respect of other
financings or operating requirements prior to the termination of the TRS.
Neither the cash collateral required to be posted with Citibank nor any other
assets of Flatiron are available to pay the debts of the Company.</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Each individual loan must meet criteria
described in the TRS Agreement, including a requirement that substantially all
of the loans be rated by Moody&#8217;s and S&amp;P, be part of a loan facility of at
least $125 million and have at least two bid quotations from a
nationally-recognized pricing service. Under the terms of the TRS, Citibank, as
calculation agent, determines whether there has been a failure to satisfy the
portfolio criteria in the TRS. If such failure continues for 30 days following
the delivery of notice thereof, then Citibank has the right, but not the
obligation, to terminate the TRS. Flatiron receives from Citibank all interest
and fees payable in respect of the loans included in the TRS. Flatiron pays to
Citibank interest at a rate equal to, in respect of each loan included in the
TRS, the floating rate index specified for such loan plus 1.35% per year. In
addition, upon the termination or repayment of any loan subject to the TRS,
Flatiron will either receive from Citibank the appreciation in the value of
such loan or pay to Citibank any depreciation in the value of such loan.</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Under the terms of the TRS, Flatiron may be
required to post additional cash collateral, on a dollar-for-dollar basis, in
the event of depreciation in the value of the underlying loans after such value
decreases below a specified amount. The limit on the additional collateral that
Flatiron may be required to post pursuant to the TRS is equal to the difference
between the full notional amount of the loans underlying the TRS and the amount
of cash collateral already posted by Flatiron. The amount of collateral
required to be posted by Flatiron is determined primarily on the basis of the
aggregate value of the underlying loans.</font></font></p>


<DIV bclFooter>


<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-add-space:auto;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">23</font></font></p>


</DIV>
</DIV><HR noshade STYLE="page-break-after: always" align="center" width="100%" size=2><a name="page_26"></a><DIV bclPageBorder STYLE="PADDING-TOP: 0in; PADDING-BOTTOM: 0in; WIDTH: 100%; PADDING-RIGHT: 0in; PADDING-LEFT: 0in">

<DIV bclHeader>


<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-hyphenate:none;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">C&#298;ON Investment Corporation</font></b></font></p>

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-hyphenate:none;mso-outline-level:1;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;tab-stops:center 3.75in;text-align:center;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Notes to Consolidated
Financial Statements</font></b></font><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;">&nbsp;</font></font></b></p>

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">September
30, 2014</font></b></font></font></b></p>

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">(unaudited)</font></b></font></font></b></p>

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></b></font></font></b></p>


</DIV>
<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The Company has no contractual obligation to post any such
additional collateral or to make any interest payments to Citibank on behalf of
Flatiron. The Company may, but is not obligated to, increase its investment in
Flatiron for the purpose of funding any additional collateral or payment
obligations for which Flatiron may become obligated during the term of the TRS.
If the Company does not make any such additional investment in Flatiron and
Flatiron fails to meet its obligations under the TRS, then Citibank will have
the right to terminate the TRS and seize the cash collateral posted by Flatiron
under the TRS. In the event of an early termination of the TRS, Flatiron would
be required to pay an early termination fee.</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Citibank may terminate the TRS on or after
December 17, 2014, or the call date. Flatiron may terminate the TRS at any time
upon providing no more than 30 days prior notice to Citibank. Any termination
prior to the call date will result in payment of an early termination fee to
Citibank based on the maximum portfolio amount of the TRS. Under the terms of
the TRS, the early termination fee will equal the present value of a stream of
monthly payments that would be owed by Flatiron to Citibank for the period from
the termination date through and including the call date. Such monthly payments
will equal the product of 80% of the maximum portfolio amount, multiplied by 1.35%
per year. The Company estimates the early termination fee would have been
approximately $1,087,321 at September 30, 2014. Flatiron may also be required
to pay a minimum usage fee in connection with the TRS. As of September 30,
2014, Flatiron was subject to a minimum usage fee of $21,422.</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The value of the TRS is based on the
increase or decrease in the value of the loans underlying the TRS, as
determined by the Company. The loans underlying the TRS are valued in the same
manner as loans owned by the Company.&#160; As of September 30, 2014 and December
31, 2013, the fair value of the TRS was ($340,858) and $1,548,617,
respectively. The fair value of the TRS is reflected as unrealized depreciation
on total return swap and unrealized appreciation on total return swap on the
Company&#8217;s consolidated balance sheets. The change in value of the TRS is
reflected in the Company&#8217;s consolidated statements of operations as net change
in unrealized (depreciation) appreciation on total return swap. As of September
30, 2014 and December 31, 2013, Flatiron had selected 64 and 63 underlying
loans with a total notional amount of $365,510,975 and $148,199,937,
respectively. For the same periods, Flatiron posted $99,900,239 and $40,703,777
in cash collateral held by Citibank (of which only $97,727,982 and $39,285,408
was required to be posted), which is reflected in due from counterparty on the
Company&#8217;s consolidated balance sheets. </font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Realized gains and losses on the TRS are
composed of any gains or losses on loans underlying the TRS as well as net
interest and fees earned during the period. Receivable due on the TRS is
composed of any amounts due from Citibank that consist of earned but not yet
collected net interest and fees and net gains on sales and principal repayments
of underlying loans of the TRS. As of and for the three and nine months ended
September 30, 2014, the net receivable and net realized gain on the TRS
consisted of the following:</font></font></p>

<p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;">&nbsp;</font></p>

<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:15.0pt;">
  <td nowrap valign=bottom width=3% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=36% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=3% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=17% style="border:none;border-bottom:solid black 1.0pt;height:15.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net Receivable<sup>(1)</sup></font></b></p>
  </td>
 <td nowrap valign=bottom width=4% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face=Calibri,sans-serif style="font-size:11.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=5 valign=bottom width=37% style="border:none;border-bottom:solid black 1.0pt;height:15.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net Realized Gain<sup>(2)</sup></font></b></p>
  </td>
 </tr>
<tr style="height:14.25pt;">
  <td nowrap valign=bottom width=3% style="height:14.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=36% style="height:14.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=3% style="height:14.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=17% style="border:none;border-bottom:solid black 1.0pt;height:14.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">As of</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">September 30, 2014</font></b></p>
  </td>
 <td valign=bottom width=4% style="height:14.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=17% style="border:none;border-bottom:solid black 1.0pt;height:14.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Three Months Ended</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">September 30, 2014</font></b></p>
  </td>
 <td valign=bottom width=3% style="border:none;border-top:solid black 1.0pt;height:14.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=17% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:14.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Nine Months Ended</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">September 30, 2014</font></b></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td colspan=2 nowrap valign=bottom width=39% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Interest and
  other income from TRS portfolio</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">3,756,166 </font></p>
  </td>
 <td valign=bottom width=4% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">5,315,438 </font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">12,738,729 </font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td colspan=2 nowrap valign=bottom width=39% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Interest and
  other expense from TRS portfolio</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(885,998)</font></p>
  </td>
 <td valign=bottom width=4% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(1,207,635)</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(2,944,121)</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td colspan=2 nowrap valign=bottom width=39% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net (loss) gain
  on TRS loan sales</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(138,662)</font></p>
  </td>
 <td valign=bottom width=4% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">27,440 </font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2,104,176 </font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td colspan=2 valign=bottom width=39% style="height:12.75pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total</font></b></p>
  </td>
 <td valign=bottom width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2,731,506 </font></p>
  </td>
 <td valign=bottom width=4% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">4,135,243 </font></p>
  </td>
 <td valign=bottom width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">11,898,784 </font></p>
  </td>
 </tr>
<tr style="height:7.5pt;">
  <td nowrap valign=bottom width=3% style="border:none;border-bottom:solid black 1.0pt;height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=36% style="border:none;border-bottom:solid black 1.0pt;height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=3% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="border:none;height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=14% style="border:none;height:7.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=4% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="border:none;height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=14% style="border:none;height:7.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="border:none;height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=14% style="border:none;height:7.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
</table></div>



<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:11.25pt;">
  <td nowrap valign=top width=4% style="height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(1)</font></sup></p>
  </td>
 <td valign=bottom width=96% style="height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net receivable
  is reflected in receivable due on total return swap on the Company's
  consolidated balance sheets.</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=top width=4% style="height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(2)</font></sup></p>
  </td>
 <td valign=bottom width=96% style="height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net realized
  gain is reflected in net realized gain on total return swap on the Company's
  consolidated statements of operations.</font></p>
  </td>
 </tr>
</table></div>




<DIV bclFooter>


<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-add-space:auto;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">24</font></font></p>


</DIV>
</DIV><HR noshade STYLE="page-break-after: always" align="center" width="100%" size=2><a name="page_27"></a><DIV bclPageBorder STYLE="PADDING-TOP: 0in; PADDING-BOTTOM: 0in; WIDTH: 100%; PADDING-RIGHT: 0in; PADDING-LEFT: 0in">

<DIV bclHeader>


<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-hyphenate:none;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">C&#298;ON Investment Corporation</font></b></font></p>

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-hyphenate:none;mso-outline-level:1;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;tab-stops:center 3.75in;text-align:center;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Notes to Consolidated
Financial Statements</font></b></font><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;">&nbsp;</font></font></b></p>

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">September
30, 2014</font></b></font></font></b></p>

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">(unaudited)</font></b></font></font></b></p>

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></b></font></font></b></p>


</DIV>
<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">In connection with the TRS, Flatiron is required to comply with
various covenants and reporting requirements as defined in the TRS Agreement.
As of September 30, 2014, Flatiron was in compliance with all covenants and
reporting requirements.</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:27.0pt;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">CIM has not taken any incentive fees with
respect to the Company&#8217;s TRS to date. For purposes of computing the capital
gains incentive fee, CIM will become entitled to a capital gains incentive fee
only upon the termination or disposition of the TRS, at which point all net
gains and losses of the underlying loans constituting the reference assets of
the TRS will be realized. For purposes of computing the subordinated incentive
fee on income, CIM is not entitled to a subordinated incentive fee on income
with respect to the TRS. Any unrealized appreciation on the TRS is reflected in
total assets on the Company&#8217;s consolidated balance sheets and included in the
computation of the base management fee.</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;margin-top:8.15pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">While the
investment advisory agreement with CIM neither includes nor contemplates the
inclusion of unrealized gains in the calculation of the capital gains incentive
fee, pursuant to an interpretation of the AICPA Technical Practice Aid for
investment companies, the Company accrues capital gains incentive fees on
unrealized gains. This accrual reflects the incentive fees that would be
payable to CIM if the Company&#8217;s entire investment portfolio was liquidated at
its fair value as of the balance sheet date even though CIM is not entitled to
an incentive fee with respect to unrealized gains unless and until such gains
are actually realized.</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:27.0pt;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">For purposes of the asset coverage ratio
test applicable to the Company as a BDC, the Company treats the outstanding
notional amount of the TRS, less the total amount of cash collateral posted by
Flatiron under the TRS, as a senior security for the life of that instrument.
The Company may, however, accord different treatment to the TRS in the future
in accordance with any applicable new rules or interpretations adopted by the
staff of the Securities and Exchange Commission, or SEC.</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:27.0pt;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Further, for purposes of Section 55(a)
under the 1940 Act, the Company treats each loan underlying the TRS as a
qualifying asset if the obligor on such loan is an eligible portfolio company
and as a non-qualifying asset if the obligor is not an eligible portfolio
company. The Company may, however, accord different treatment to the TRS in the
future in accordance with any applicable new rules or interpretations adopted
by the staff of the SEC.</font></font></p>


<DIV bclFooter>


<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-add-space:auto;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">25</font></font></p>


</DIV>
</DIV><HR noshade STYLE="page-break-after: always" align="center" width="100%" size=2><a name="page_28"></a><DIV bclPageBorder STYLE="PADDING-TOP: 0in; PADDING-BOTTOM: 0in; WIDTH: 100%; PADDING-RIGHT: 0in; PADDING-LEFT: 0in">

<DIV bclHeader>


<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-hyphenate:none;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">C&#298;ON Investment Corporation</font></b></font></p>

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-hyphenate:none;mso-outline-level:1;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;tab-stops:center 3.75in;text-align:center;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Notes to Consolidated
Financial Statements</font></b></font><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;">&nbsp;</font></font></b></p>

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">September
30, 2014</font></b></font></font></b></p>

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">(unaudited)</font></b></font></font></b></p>

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></b></font></font></b></p>


</DIV>
<p style="border:none;margin:0in;margin-bottom:.0001pt;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The
following is a summary of the underlying loans subject to the TRS as of
September 30, 2014:</font></font></p>

<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:9.75pt;">
  <td nowrap valign=bottom width=36% style="border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Underlying
  Loans<sup>(a)</sup></font></b></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=9% style="border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Index Rate<sup>(b)</sup></font></b></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=20% style="border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Industry</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Notional</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Amount</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Fair</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Value<sup>(c)</sup></font></b></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Unrealized</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Appreciation /</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(Depreciation)</font></b></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=36% style="border:none;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Senior
  Secured First Lien Term Loans</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=9% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=20% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=8% style="border:none;border-top:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=8% style="border:none;border-top:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=8% style="border:none;border-top:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=36% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">ABG Intermediate
  Holdings 2 LLC, L+450, 1.00% LIBOR Floor, 5/27/2021</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">6 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Retail</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">6,821,620 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">6,888,342 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">66,722 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=36% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Active Network,
  Inc., L+450, 1.00% LIBOR Floor, 11/13/2020</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">High Tech
  Industries</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1,162,899 </font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1,161,073 </font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(1,826)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=36% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Alion Science
  and Technology Corp., L+1000, 1.00% LIBOR Floor, 8/18/19</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Capital
  Equipment</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">6,100,096 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">6,246,108 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">146,012 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=36% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">ALM Media, LLC,
  L+450, 1.00% LIBOR Floor, 7/31/2020</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Media:
  Advertising, Printing &amp; Publishing</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">7,140,143 </font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">7,125,796 </font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(14,347)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=36% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">American Dental
  Partners, Inc., L+475, 1.00% LIBOR Floor, 8/29/2021</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Healthcare &amp;
  Pharmaceuticals</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">12,406,406 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">12,390,820 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(15,586)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=36% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">American Energy
  - Marcellus, LLC, L+425, 1.00% LIBOR Floor, 8/4/2020</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Energy: Oil
  &amp; Gas</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">4,253,561 </font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">4,243,224 </font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(10,337)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=36% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">American
  Residential Services, LLC, L+450, 1.00% LIBOR Floor, 6/30/2021</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Construction
  &amp; Building</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">11,413,894 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">11,471,250 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">57,356 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=36% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">American Tire
  Distributors, Inc., L+475, 1.00% LIBOR Floor, 6/1/2018<sup>(d)</sup></font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Automotive</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">9,478,483 </font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">9,445,164 </font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(33,319)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=36% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Aquilex, LLC,
  L+400, 1.00% LIBOR Floor, 12/31/2020</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Chemicals,
  Plastics, &amp; Rubber</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">4,950,095 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">4,925,282 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(24,813)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=36% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Arc Document
  Solutions, Inc., L+525, 1.00% LIBOR Floor, 12/20/2018<sup>(e)</sup></font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Services:
  Business</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">4,383,540 </font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">4,500,956 </font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">117,416 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=36% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Avaya Inc.,
  L+550, 1.00% LIBOR Floor, 3/31/2018<sup>(d)</sup></font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Telecommunications</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">7,465,523 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">7,423,459 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(42,064)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=36% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Azure Midstream
  Energy, LLC, L+550, 1.00% LIBOR Floor, 11/15/2018</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Energy: Oil
  &amp; Gas</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">4,215,951 </font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">4,189,863 </font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(26,088)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=36% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Bluestem Brands,
  Inc., L+650, 1.00% LIBOR Floor, 12/6/2018</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Retail</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3,998,138 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">4,016,735 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">18,597 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=36% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">BRG Sports,
  Inc., L+550, 1.00% LIBOR Floor, 4/15/2021</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Consumer Goods:
  Durable</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">10,005,119 </font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">10,098,109 </font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">92,990 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=36% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">BWAY Holding
  Company, L+450, 1.00% LIBOR Floor, 8/14/2020</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Containers,
  Packaging, &amp; Glass</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">2,429,536 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">2,455,610 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">26,074 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=36% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Caraustar
  Industries, Inc.,, L+625, 1.25% LIBOR Floor, 5/1/2019</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Forest Products
  &amp; Paper</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">919,217 </font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">932,493 </font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">13,276 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=36% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Charming
  Charlie, LLC, L+800, 1.00% LIBOR Floor, 12/18/2019</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Retail</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">8,757,570 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">8,840,760 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">83,190 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=36% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">CHI Overhead
  Doors, Inc., L+425, 1.25% LIBOR Floor, 3/18/2019</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Construction
  &amp; Building</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">5,951,102 </font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">5,947,382 </font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(3,720)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=36% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Deluxe
  Entertainment Services Group, Inc., L+550, 1.00% LIBOR Floor, 2/28/2020<sup>(e)</sup></font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">2 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Media:
  Diversified &amp; Production</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">342,547 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">320,186 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(22,361)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=36% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Emmis Operating
  Company, L+475, 1.00% LIBOR Floor, 6/10/2021</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Media:
  Broadcasting &amp; Subscription</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">4,937,500 </font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">4,996,875 </font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">59,375 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=36% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">GTCR Valor
  Companies, Inc., L+500, 1.00% LIBOR Floor, 5/30/2021<sup>(e)</sup></font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">High Tech
  Industries</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1,894,377 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1,903,944 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">9,567 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=36% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Hemisphere Media
  Holdings, LLC, L+400, 1.00% LIBOR Floor, 7/30/2020</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Various</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Media:
  Broadcasting &amp; Subscription</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">8,056,793 </font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">8,029,010 </font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(27,783)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=36% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Hyperion Finance
  S.&#193;.R.L, L+475, 1.00% LIBOR Floor, 10/17/2019<sup>(e)</sup></font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=3 valign=top width=23% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Banking,
  Finance, Insurance &amp; Real Estate</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">4,399,256 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">4,482,998 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">83,742 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=36% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">IMG Worldwide
  Holdings, LLC, L+425, 1.00% LIBOR Floor, 5/1/2021<sup>(d)</sup></font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Media:
  Diversified &amp; Production</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">8,680,281 </font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">8,588,995 </font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(91,286)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=36% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Indra Holdings
  Corp., L+425, 1.00% LIBOR Floor, 5/1/2021</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Retail</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">7,379,480 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">7,424,576 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">45,096 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=36% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">inVentiv Health,
  Inc., L+625, 1.50% LIBOR Floor, 5/15/2018</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Healthcare &amp;
  Pharmaceuticals</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">2,495,308 </font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">2,472,618 </font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(22,690)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=36% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Laureate
  Education, Inc., L+375, 1.25% LIBOR Floor, 6/15/2018<sup>(d)</sup></font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Services:
  Consumer</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3,549,661 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3,526,904 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(22,757)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=36% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">LTCG Holdings
  Corp., L+500, 1.00% LIBOR Floor, 6/6/2020</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Services:
  Business</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">8,184,746 </font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">8,277,287 </font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">92,541 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=36% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">LTI Flexible
  Products, Inc., L+450, 1.00% LIBOR Floor, 5/1/2021</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Consumer Goods:
  Durable</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">10,421,382 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">10,434,474 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">13,092 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=36% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Marine
  Acquisition Corp., L+425, 1.00% LIBOR Floor, 1/30/2021</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Capital
  Equipment</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">7,405,643 </font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">7,456,813 </font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">51,170 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=36% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Nielsen &amp;
  Bainbridge, LLC, L+500, 1.00% LIBOR Floor, 8/15/2020<sup>(d)</sup></font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">6 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Consumer Goods:
  Durable</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">14,355,000 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">14,391,250 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">36,250 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=36% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Peppermill
  Casinos, Inc., L+600, 1.25% LIBOR Floor, 11/9/2018</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Hotel, Gaming,
  &amp; Leisure</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">970,215 </font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">998,123 </font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">27,908 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=36% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Photonis
  Technologies SAS, L+750, 1.00% LIBOR Floor, 9/18/2019<sup>(e)</sup></font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Aerospace &amp;
  Defense</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">10,239,633 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">10,349,846 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">110,213 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=36% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Polyconcept
  Finance B.V., L+475, 1.25% LIBOR Floor, 6/28/2019<sup>(e)</sup></font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Consumer Goods:
  Non-Durable</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">7,329,022 </font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">7,408,133 </font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">79,111 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=36% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">PSC Industrial
  Outsourcing, LP, L+450, 1.00% LIBOR Floor, 5/15/2020</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Energy: Oil
  &amp; Gas</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">13,943,853 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">13,952,656 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">8,803 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=36% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Scientific Games
  International, Inc., L+500, 1.00% LIBOR Floor, 10/1/2021<sup>(e)</sup></font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">N/A<sup>(f)</sup></font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Hotel, Gaming,
  &amp; Leisure</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">372,528 </font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">372,956 </font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">428 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=36% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">SG Acquisition,
  Inc., L+525, 1.00% LIBOR Floor, 8/19/2021</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=3 valign=top width=23% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Banking,
  Finance, Insurance &amp; Real Estate</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">14,862,305 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">14,960,523 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">98,218 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=36% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">SI Organization,
  Inc., L+475, 1.00% LIBOR Floor, 11/23/2019</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Services:
  Business</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">6,820,907 </font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">6,853,118 </font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">32,211 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=36% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">SK Spice
  S.&#193;.R.L, L+825, 1.25% LIBOR Floor, 9/30/2018<sup>(e)</sup></font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Chemicals,
  Plastics, &amp; Rubber</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">8,330,660 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">8,413,299 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">82,639 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=36% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Smile Brands
  Group, Inc., L+625, 1.25% LIBOR Floor, 8/16/2019</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">6 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Healthcare &amp;
  Pharmaceuticals</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">4,710,553 </font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">4,588,125 </font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(122,428)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=36% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Southcross
  Holdings Borrower LP, L+500, 1.00% LIBOR Floor, 8/4/2021</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Energy: Oil
  &amp; Gas</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1,264,794 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1,270,356 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">5,562 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=36% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">SRA
  International, L+525, 1.25% LIBOR Floor, 7/20/2018</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">High Tech
  Industries</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">2,219,764 </font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">2,258,133 </font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">38,369 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=36% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Steward Health
  Care System, LLC, L+550, 1.25% LIBOR Floor, 4/10/2020</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Healthcare &amp;
  Pharmaceuticals</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">9,326,891 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">9,355,328 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">28,437 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=36% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Surgery Center
  Holdings, Inc., L+425, 1.00% LIBOR Floor, 7/24/2020<sup>(d)</sup></font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Healthcare &amp;
  Pharmaceuticals</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">2,440,576 </font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">2,448,350 </font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">7,774 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=36% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Sutherland
  Global Services, L+600, 1.25% LIBOR Floor, 3/6/2019<sup>(e)</sup></font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">6 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Services:
  Business</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1,839,381 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1,842,607 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3,226 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=36% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">TASC, Inc.,
  L+550, 1.00% LIBOR Floor, 5/23/2020</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Services:
  Business</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">7,852,520 </font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">7,727,832 </font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(124,688)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=36% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">TMFS Holdings,
  LLC, L+450, 1.00% LIBOR Floor, 7/30/2021</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=3 valign=top width=23% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Banking,
  Finance, Insurance &amp; Real Estate</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">11,880,000 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">11,940,000 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">60,000 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=36% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">TMK Hawk Parent,
  Corp., L+425, 1.00% LIBOR Floor, 8/22/2021<sup>(d)</sup></font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">4 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Beverage, Food,
  &amp; Tobacco</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3,980,000 </font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">4,005,000 </font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">25,000 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=36% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">TOPPS Company,
  Inc., L+600, 1.25% LIBOR Floor, 10/2/2018</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Consumer Goods:
  Non-Durable</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">2,336,424 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">2,297,340 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(39,084)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=36% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Travel Leaders
  Group, LLC, L+600, 1.00% LIBOR Floor, 12/5/2018</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Services:
  Consumer</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3,890,104 </font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3,882,299 </font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(7,805)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=36% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">USS Parent
  Holdings Corp., L+475, 1.00% LIBOR Floor, 8/5/2021</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Construction
  &amp; Building</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">10,646,803 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">10,697,675 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">50,872 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=36% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Vestcom
  International, Inc., L+425, 1.00% LIBOR Floor, 9/29/2021<sup>(d)</sup></font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Services:
  Business</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">2,985,000 </font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3,005,625 </font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">20,625 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=36% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Vince, LLC,
  L+500, 1.00% LIBOR Floor, 11/27/2019<sup>(e)</sup></font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Various</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Consumer Goods:
  Non-Durable</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">2,141,529 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">2,139,424 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(2,105)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=36% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Western Dental
  Services, Inc., L+500, 1.00% LIBOR Floor, 11/1/2018</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Healthcare &amp;
  Pharmaceuticals</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">6,146,434 </font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">6,161,509 </font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">15,075 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=36% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Total Senior
  Secured First Lien Term Loans</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">330,484,763 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">331,536,613 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1,051,850 </font></p>
  </td>
 </tr>
</table></div>




<DIV bclFooter>


<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-add-space:auto;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">26</font></font></p>


</DIV>
</DIV><HR noshade STYLE="page-break-after: always" align="center" width="100%" size=2><a name="page_29"></a><DIV bclPageBorder STYLE="PADDING-TOP: 0in; PADDING-BOTTOM: 0in; WIDTH: 100%; PADDING-RIGHT: 0in; PADDING-LEFT: 0in">

<DIV bclHeader>


<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-hyphenate:none;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">C&#298;ON Investment Corporation</font></b></font></p>

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-hyphenate:none;mso-outline-level:1;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;tab-stops:center 3.75in;text-align:center;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Notes to Consolidated
Financial Statements</font></b></font><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;">&nbsp;</font></font></b></p>

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">September
30, 2014</font></b></font></font></b></p>

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">(unaudited)</font></b></font></font></b></p>

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></b></font></font></b></p>


</DIV>

<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:9.75pt;">
  <td nowrap valign=bottom width=38% style="border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Underlying Loans<sup>(a)</sup></font></b></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=9% style="border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Index Rate<sup>(b)</sup></font></b></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=18% style="border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Industry</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Notional</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Amount</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Fair</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Value<sup>(c)</sup></font></b></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Unrealized</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Appreciation /</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(Depreciation)</font></b></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=bottom width=38% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Senior
  Secured Second Lien Term Loans</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=18% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=8% style="border:none;border-top:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=8% style="border:none;border-top:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=8% style="border:none;border-top:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Arysta
  LifeScience SPC, LLC, L+700, 1.25% LIBOR Floor, 11/30/2020<sup>(e)</sup></font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Chemicals,
  Plastics, &amp; Rubber</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1,160,540 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1,179,783 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">19,243 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=38% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Del Monte Foods,
  Inc., L+725, 1.00% LIBOR Floor, 7/26/2021</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">6 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Beverage, Food,
  &amp; Tobacco</font></p>
  </td>
 <td width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">320,322 </font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">295,246 </font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(25,076)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Deltek, Inc.,
  L+875, 1.25% LIBOR Floor, 10/10/2019</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Services:
  Business</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1,619,640 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1,652,360 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">32,720 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=38% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Evergreen Skills
  Lux S.&#192;.R.L., L+825, 1.00% LIBOR Floor, 4/28/2022<sup>(e)</sup></font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Various</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">High Tech
  Industries</font></p>
  </td>
 <td width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">7,151,625 </font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">6,966,000 </font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(185,625)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Mergermarket
  USA, Inc., L+650, 1.00% LIBOR Floor, 2/4/2022</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">6 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Services:
  Business</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">6,965,000 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">6,807,500 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(157,500)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=38% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Pelican
  Products, Inc., L+825, 1.00% LIBOR Floor, 4/11/2021</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Chemicals,
  Plastics, &amp; Rubber</font></p>
  </td>
 <td width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">8,050,000 </font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">8,030,000 </font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(20,000)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">PFS Holding
  Corporation, L+725, 1.00% LIBOR Floor, 1/31/2022</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Retail</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">4,973,010 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3,885,945 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(1,087,065)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=38% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Securus
  Technologies Holdings, Inc., L+775, 1.25% LIBOR Floor, 4/30/2021</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Telecommunications</font></p>
  </td>
 <td width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1,001,875 </font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">995,000 </font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(6,875)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Telx Group,
  Inc., L+650, 1.00% LIBOR Floor, 4/9/2021</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">High Tech
  Industries</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">2,970,000 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">2,981,250 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">11,250 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=38% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">U.S. Renal Care,
  Inc., L+750, 1.00% LIBOR Floor, 1/3/2020</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Healthcare &amp;
  Pharmaceuticals</font></p>
  </td>
 <td width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td width=2% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">814,200 </font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">840,420 </font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">26,220 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Total Senior
  Secured Second Lien Term Loans</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">35,026,212 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">33,633,504 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(1,392,708)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=38% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Total</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=18% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">365,510,975 </font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">365,170,117 </font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(340,858)</font></p>
  </td>
 </tr>
<tr style="height:7.5pt;">
  <td nowrap valign=bottom width=38% style="border:none;border-bottom:solid black 1.0pt;height:7.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-bottom:solid black 1.0pt;height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="border:none;border-bottom:solid black 1.0pt;height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=18% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=8% style="border:none;height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=8% style="border:none;height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=8% style="border:none;height:7.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 </tr>
</table></div>



<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:9.0pt;">
  <td nowrap valign=top width=2% style="height:9.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(a)</font></sup></p>
  </td>
 <td valign=top width=98% style="height:9.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">All of the Company's debt investments are issued by eligible U.S.
  portfolio companies, as defined in the 1940 Act, except for investments
  specifically identified as non-qualifying per note (e) below. The Company
  does not control and is not an affiliate of any of the companies that are
  issuers of the underlying loans subject to the TRS.</font></p>
  </td>
 </tr>
<tr style="height:9.0pt;">
  <td nowrap valign=top width=2% style="height:9.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(b)</font></sup></p>
  </td>
 <td valign=top width=98% style="height:9.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">The 1, 2, 3, 4, and 6 month LIBOR rates were 0.15%, 0.20%,
  0.24%, 0.27%, and 0.33%, respectively, as of September 30, 2014. The
  applicable LIBOR rate as of September 30, 2014 for the loan listed may not be
  the applicable LIBOR rate, as the loan may have been priced or repriced based
  on a LIBOR rate prior to September 30, 2014.</font></p>
  </td>
 </tr>
<tr style="height:9.0pt;">
  <td nowrap valign=top width=2% style="height:9.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(c)</font></sup></p>
  </td>
 <td valign=top width=98% style="height:9.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Fair value determined by the Company&#8217;s board of directors (see
  Note 8).</font></p>
  </td>
 </tr>
<tr style="height:9.0pt;">
  <td nowrap valign=top width=2% style="height:9.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(d)</font></sup></p>
  </td>
 <td valign=top width=98% style="height:9.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Position or portion thereof unsettled as of September 30, 2014.</font></p>
  </td>
 </tr>
<tr style="height:9.0pt;">
  <td nowrap valign=top width=2% style="height:9.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(e)</font></sup></p>
  </td>
 <td valign=top width=98% style="height:9.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">The investment is not a qualifying asset under the 1940 Act. A
  business development company may not acquire any asset other than qualifying
  assets, unless, at the time the acquisition is made, qualifying assets
  represent at least 70% of that company&#8217;s total assets as defined under
  Section 55 of the 1940 Act. As of September 30, 2014, 88.8% of the Company&#8217;s
  total assets represented qualifying assets. In addition, as described in this
  note, the Company calculates its compliance with the qualifying asset test on
  a &#8220;look through&#8221; basis by treating each loan underlying the TRS as either a
  qualifying asset or non-qualifying asset based on whether the obligor is an
  eligible portfolio company. On this basis, 85.8% of the Company&#8217;s total
  assets represented qualifying assets as of September 30, 2014.</font></p>
  </td>
 </tr>
<tr style="height:9.0pt;">
  <td nowrap valign=top width=2% style="height:9.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(f)</font></sup></p>
  </td>
 <td valign=top width=98% style="height:9.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">As of November 10, 2014, no interest rate option had been
  elected as the entire position remained unsettled.</font></p>
  </td>
 </tr>
</table></div>




<DIV bclFooter>


<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-add-space:auto;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">27</font></font></p>


</DIV>
</DIV><HR noshade STYLE="page-break-after: always" align="center" width="100%" size=2><a name="page_30"></a><DIV bclPageBorder STYLE="PADDING-TOP: 0in; PADDING-BOTTOM: 0in; WIDTH: 100%; PADDING-RIGHT: 0in; PADDING-LEFT: 0in">

<DIV bclHeader>


<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-hyphenate:none;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">C&#298;ON Investment Corporation</font></b></font></p>

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-hyphenate:none;mso-outline-level:1;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;tab-stops:center 3.75in;text-align:center;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Notes to Consolidated
Financial Statements</font></b></font><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;">&nbsp;</font></font></b></p>

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">September
30, 2014</font></b></font></font></b></p>

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">(unaudited)</font></b></font></font></b></p>

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></b></font></font></b></p>


</DIV>
<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The following is a summary of the underlying loans subject to the
TRS as of December 31, 2013:</font></font></p>

<p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;">&nbsp;</font></p>

<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:9.75pt;">
  <td nowrap valign=bottom width=38% style="border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Underlying Loans<sup>(a)</sup></font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></sup></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Index Rate<sup>(b)</sup></font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=18% style="border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Industry</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Notional</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Amount</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Fair</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Value<sup>(c)</sup></font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Unrealized</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Appreciation /</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(Depreciation)</font></b></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=38% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Senior
  Secured First Lien Term Loans</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></sup></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></sup></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=18% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;border-top:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;border-top:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;border-top:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Active Network,
  Inc., L+450, 1.00% LIBOR Floor, 11/13/2020</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">High Tech
  Industries</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1,947,215 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1,964,339 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">17,124 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=38% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Amneal
  Pharmaceuticals, LLC, L+475, 1.00% LIBOR Floor, 11/1/2019</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=18% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Healthcare &amp;
  Pharmaceuticals</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3,347,710 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3,398,433 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">50,723 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Aquilex, LLC,
  L+400, 1.00% LIBOR Floor, 12/31/2020<sup>(d)</sup></font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Chemicals,
  Plastics &amp; Rubber</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">4,987,500 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">5,012,500 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">25,000 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=38% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">ARG IH
  Corporation, L+400, 1.00% LIBOR Floor, 11/15/2020</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=18% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Beverage, Food
  &amp; Tobacco</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">2,394,000 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">2,410,512 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">16,512 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Arc Document
  Solutions, Inc., L+525, 1.00% LIBOR Floor, 12/20/2018<sup>(d)(e)</sup></font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Services:
  Business</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">4,870,600 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">4,932,725 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">62,125 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=38% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Ascensus, Inc.,
  L+400, 1.00% LIBOR Floor, 12/2/2019</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=18% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Banking,
  Finance, Insurance &amp; Real Estate</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">4,975,000 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">5,018,750 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">43,750 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">ATI Holdings,
  Inc., L+400, 1.25% LIBOR Floor, 12/21/2019</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Healthcare &amp;
  Pharmaceuticals</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">490,050 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">495,931 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">5,881 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=38% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Avaya, Inc.,
  L+675, 1.25% LIBOR Floor, 3/31/2018</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=18% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Telecommunications</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1,993,401 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">2,014,431 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">21,030 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Azure Midstream
  Energy, LLC, L+550, 1.00% LIBOR Floor, 11/15/2018</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Energy: Oil
  &amp; Gas</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">4,380,210 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">4,407,930 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">27,720 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=38% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">BBTS Borrower,
  LP, L+650, 1.25% LIBOR Floor, 6/4/2019</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=18% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Energy: Oil
  &amp; Gas</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1,854,169 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1,878,474 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">24,305 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Bluestem Brands,
  Inc., L+650, 1.00% LIBOR Floor, 12/6/2018</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Retail</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1,832,600 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1,832,600 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&#160;- &nbsp;</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=38% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Camp
  International Holding Company, L+375, 1.00% LIBOR Floor, 5/31/2019</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=18% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Services:
  Business</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1,220,000 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1,230,163 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">10,163 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Caraustar
  Industries, Inc., L+625, 1.25% LIBOR Floor, 5/1/2019</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">6 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Forest Products
  &amp; Paper</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">713,584 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">738,748 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">25,164 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=38% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Charming
  Charlie, LLC, L+800, 1.00% LIBOR Floor, 12/18/2019<sup>(d)</sup></font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=18% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Retail</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">4,289,675 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">4,333,225 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">43,550 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Cyanco
  Intermediate Corp., L+450, 1.00% LIBOR Floor, 5/1/2020</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Chemicals,
  Plastics &amp; Rubber</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1,254,383 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1,265,813 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">11,430 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=38% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Digital Insight
  Corporation, L+375, 1.00% LIBOR Floor, 10/16/2019</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=18% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Services:
  Business</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">775,105 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">779,000 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3,895 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Global Tel*Link
  Corporation, L+375, 1.25% LIBOR Floor, 5/23/2020</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Services:
  Business</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">2,940,113 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">2,915,814 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(24,299)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=38% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Grande
  Communications Networks, LLC, L+350, 1.00% LIBOR Floor, 5/31/2020</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=18% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Telecommunications</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">2,486,435 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">2,497,471 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">11,036 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Hemisphere Media
  Holdings, LLC, L+500, 1.25% LIBOR Floor, 7/30/2020<sup>(e)</sup></font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Media:
  Broadcasting &amp; Subscription</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">4,324,817 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">4,349,487 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">24,670 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=38% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Herff Jones,
  Inc., L+450, 1.00% LIBOR Floor, 6/25/2019</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=18% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Consumer Goods:
  Non-Durable</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1,973,732 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">2,054,268 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">80,536 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Hyperion Finance
  S.&#193;.R.L, L+475, 1.00% LIBOR Floor, 10/17/2019<sup>(e)</sup></font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">2 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Banking,
  Finance, Insurance &amp; Real Estate</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">4,432,500 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">4,471,875 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">39,375 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=38% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Information
  Resources, Inc., L+375, 1.00% LIBOR Floor, 9/30/2020</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=18% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Services:
  Business</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">892,269 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">900,492 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">8,223 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Insight
  Pharmaceuticals, LLC, L+500, 1.25% LIBOR Floor, 8/25/2016</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">6 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Healthcare &amp;
  Pharmaceuticals</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">4,002,500 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3,980,000 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(22,500)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=38% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">inVentiv Health,
  Inc., L+600, 1.50% LIBOR Floor, 8/4/2016</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">6 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=18% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Healthcare &amp;
  Pharmaceuticals</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">5,260,192 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">5,228,718 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(31,474)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Learfield
  Communications, Inc., L+400, 1.00% LIBOR Floor, 10/9/2020</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Media:
  Broadcasting &amp; Subscription</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">746,250 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">757,500 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">11,250 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=38% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Lineage
  Logistics, LLC, L+350, 1.00% LIBOR Floor, 4/26/2019</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=18% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Services:
  Business</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">2,501,589 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">2,504,769 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3,180 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Merrill Corp.,
  L+625, 1.00% LIBOR Floor, 3/8/2018<sup>(d)</sup></font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Services:
  Business</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">671,827 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">679,040 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">7,213 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=38% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Mohegan Tribal
  Gaming Authority, L+450, 1.00% LIBOR Floor, 11/19/2019</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">2 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=18% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Hotel, Gaming
  &amp; Leisure</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1,643,400 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1,683,871 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">40,471 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">OCI Beaumont,
  LLC, L+500, 1.25% LIBOR Floor, 8/20/2019 (B2 Term Loan)<sup>(e)</sup></font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">6 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Chemicals,
  Plastics &amp; Rubber</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">2,285,804 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">2,333,284 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">47,480 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=38% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Opal
  Acquisition, Inc., L+400, 1.00% LIBOR Floor, 11/27/2020<sup>(d)</sup></font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=18% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Healthcare &amp;
  Pharmaceuticals</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">4,580,879 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">4,617,136 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">36,257 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Packaging
  Coordinators, Inc., L+425, 1.25% LIBOR Floor, 5/10/2020</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Containers,
  Packaging &amp; Glass</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1,985,025 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1,995,000 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">9,975 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=38% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Peppermill
  Casinos, Inc., L+600, 1.25% LIBOR Floor, 11/9/2018</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=18% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Hotel, Gaming
  &amp; Leisure</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">977,637 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1,012,275 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">34,638 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Photonis
  Technologies SAS, L+750, 1.00% LIBOR Floor, 9/18/2019<sup>(e)</sup></font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Aerospace &amp;
  Defense</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">5,764,360 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">5,853,870 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">89,510 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=38% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Polyconcept
  Finance B.V., L+475, 1.25% LIBOR Floor, 6/28/2019<sup>(e)</sup></font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=18% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Consumer Goods:
  Non-Durable</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">2,470,979 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">2,521,407 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">50,428 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Safe-Guard
  Products International, LLC, L+600, 1.25% LIBOR Floor, 12/21/2018</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Banking,
  Finance, Insurance &amp; Real Estate</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">2,222,426 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">2,266,102 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">43,676 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=38% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Salix
  Pharmaceuticals, Ltd., L+325, 1.00% LIBOR Floor, 1/2/2020<sup>(d)(e)</sup></font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=18% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Healthcare &amp;
  Pharmaceuticals</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">2,815,850 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">2,857,423 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">41,573 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">SESAC Holdco II,
  LLC, L+400, 1.00% LIBOR Floor, 2/8/2019</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Media:
  Broadcasting &amp; Subscription</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">490,050 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">496,856 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">6,806 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=38% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">SK Spice
  S.&#193;.R.L, L+825, 1.25% LIBOR Floor, 9/30/2018<sup>(e)</sup></font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=18% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Chemicals,
  Plastics &amp; Rubber</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">2,972,550 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">2,966,316 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(6,234)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">SRA
  International, L+525, 1.25% LIBOR Floor, 7/20/2018</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">High Tech
  Industries</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">2,351,305 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">2,388,954 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">37,649 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=38% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Steward Health
  Care System, LLC, L+550, 1.25% LIBOR Floor, 4/10/2020</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">12 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=18% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Healthcare &amp;
  Pharmaceuticals</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3,436,500 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3,478,147 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">41,647 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Sutherland
  Global Services, L+600, 1.25% LIBOR Floor, 3/6/2019<sup>(e)</sup></font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">6 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Services:
  Business</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1,913,941 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1,917,307 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3,366 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=38% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Tech Finance
  &amp; Co. S.C.A., L+600, 1.25% LIBOR Floor, 7/11/2020<sup>(e)</sup></font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=18% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Media:
  Broadcasting &amp; Subscription</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1,942,906 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1,994,750 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">51,844 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Tervita, L+500,
  1.25% LIBOR Floor, 5/15/2018<sup>(d)(e)</sup></font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Environmental
  Industries</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3,533,364 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3,554,920 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">21,556 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=38% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">The TOPPS
  Company, Inc., L+600, 1.25% LIBOR Floor, 10/2/2018</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=18% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Consumer Goods:
  Non-Durable</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">2,007,500 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1,995,000 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(12,500)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Travel Leaders
  Group, LLC, P+500, 2.00% Base Rate Floor, 12/5/2018</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Prime</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Services:
  Consumer</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1,975,000 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1,965,000 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(10,000)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=38% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Travelport, LLC,
  L+500, 1.25% LIBOR Floor, 6/26/2019<sup>(e)</sup></font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=18% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Hotel, Gaming
  &amp; Leisure</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1,585,383 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1,640,669 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">55,286 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">TriNet HR Corp.,
  L+400, 1.00% LIBOR Floor, 8/20/2020</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Services:
  Business</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1,649,167 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1,678,319 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">29,152 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=38% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Vince, LLC,
  L+500, 1.00% LIBOR Floor, 11/27/2019<sup>(e)</sup></font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=18% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Consumer Goods:
  Non-Durable</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1,752,300 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1,783,275 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">30,975 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">VFH Parent, LLC,
  L+450, 1.25% LIBOR Floor, 11/8/2019</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Banking,
  Finance, Insurance &amp; Real Estate</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">2,597,561 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">2,624,622 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">27,061 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=38% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">W/S Packaging
  Group, Inc., L+400, 1.00% LIBOR Floor, 8/9/2019</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">4 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=18% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Containers,
  Packaging &amp; Glass</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">2,481,284 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">2,493,750 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">12,466 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Washington
  Inventory Services, L+450, 1.25% LIBOR Floor, 12/20/2018</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Retail</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">492,525 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">495,931 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3,406 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=38% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">WP CPP Holdings,
  LLC, L+375, 1.00% LIBOR Floor, 12/28/2019</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=18% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Aerospace &amp;
  Defense</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">935,288 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">942,320 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">7,032 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Total Senior
  Secured First Lien Term Loans</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></sup></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></sup></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">128,420,410 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">129,609,512 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1,189,102 </font></p>
  </td>
 </tr>
</table></div>




<DIV bclFooter>


<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-add-space:auto;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">28</font></font></p>


</DIV>
</DIV><HR noshade STYLE="page-break-after: always" align="center" width="100%" size=2><a name="page_31"></a><DIV bclPageBorder STYLE="PADDING-TOP: 0in; PADDING-BOTTOM: 0in; WIDTH: 100%; PADDING-RIGHT: 0in; PADDING-LEFT: 0in">

<DIV bclHeader>


<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-hyphenate:none;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">C&#298;ON Investment Corporation</font></b></font></p>

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-hyphenate:none;mso-outline-level:1;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;tab-stops:center 3.75in;text-align:center;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Notes to Consolidated
Financial Statements</font></b></font><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;">&nbsp;</font></font></b></p>

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">September
30, 2014</font></b></font></font></b></p>

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">(unaudited)</font></b></font></font></b></p>

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></b></font></font></b></p>


</DIV>

<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:9.75pt;">
  <td nowrap valign=bottom width=37% style="border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Underlying Loans<sup>(a)</sup></font></b></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Index Rate<sup>(b)</sup></font></b></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=18% style="border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Industry</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=11% style="border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Notional</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Amount</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Fair</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Value<sup>(c)</sup></font></b></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Unrealized</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Appreciation /</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(Depreciation)</font></b></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=bottom width=37% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Senior
  Secured Second Lien Term Loans</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=18% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=8% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=8% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=37% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Arysta
  LifeScience SPC, LLC, L+700, 1.25% LIBOR Floor, 11/30/2020<sup>(e)</sup></font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Chemicals,
  Plastics &amp; Rubber</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1,160,540 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1,190,029 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">29,489 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=37% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Carestream
  Health, Inc., L+850, 1.00% LIBOR Floor, 12/7/2019<sup>(e)</sup></font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Healthcare &amp;
  Pharmaceuticals</font></p>
  </td>
 <td width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">980,000 </font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1,017,500 </font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">37,500 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=37% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Del Monte Foods,
  Inc., L+725, 1.00% LIBOR Floor, 7/26/2021<sup>(d)</sup></font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">6 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Beverage, Food
  &amp; Tobacco</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">2,257,200 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">2,299,950 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">42,750 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=37% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Deltek, Inc.,
  L+875, 1.25% LIBOR Floor, 10/10/2019</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Services:
  Business</font></p>
  </td>
 <td width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1,619,640 </font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1,660,540 </font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">40,900 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=37% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Ion Trading
  Technologies S.&#193; R.L., L+700, 1.25% LIBOR Floor, 5/22/2021<sup>(e)</sup></font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Banking,
  Finance, Insurance &amp; Real Estate</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">993,125 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1,018,130 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">25,005 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=37% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Performance Food
  Group, Inc., L+525, 1.00% LIBOR Floor, 11/14/2019</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Beverage, Food
  &amp; Tobacco</font></p>
  </td>
 <td width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3,849,587 </font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3,887,290 </font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">37,703 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=37% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Securus
  Technologies Holdings, Inc., L+775, 1.25% LIBOR Floor, 4/30/2021</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Telecommunications</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1,002,075 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">990,830 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(11,245)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=37% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Sheridan
  Holdings, Inc., L+725, 1.00% LIBOR Floor, 12/20/2021</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Healthcare &amp;
  Pharmaceuticals</font></p>
  </td>
 <td width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">2,736,250 </font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">2,750,000 </font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">13,750 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=37% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">TriNet HR Corp.,
  L+775, 1.00% LIBOR Floor, 2/20/2021</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">2 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Services:
  Business</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">2,465,510 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">2,512,500 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">46,990 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=37% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">U.S. Renal Care,
  Inc., L+750, 1.00% LIBOR Floor, 1/3/2020</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Healthcare &amp;
  Pharmaceuticals</font></p>
  </td>
 <td width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">676,200 </font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">696,900 </font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">20,700 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=37% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">TWCC Holding
  Corp., L+600, 1.00% LIBOR Floor, 6/26/2020</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">6 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Media:
  Broadcasting &amp; Subscription</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">2,039,400 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">2,115,373 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">75,973 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=37% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Total Senior
  Secured Second Lien Term Loans</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=18% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">19,779,527 </font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">20,139,042 </font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">359,515 </font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=37% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Total</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">148,199,937 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">149,748,554 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1,548,617 </font></p>
  </td>
 </tr>
<tr style="height:7.5pt;">
  <td nowrap valign=bottom width=37% style="border:none;border-bottom:solid black 1.0pt;height:7.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=18% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=9% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=8% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=8% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 </tr>
</table></div>



<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:9.0pt;">
  <td nowrap valign=top width=2% style="height:9.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(a)</font></sup></p>
  </td>
 <td valign=top width=98% style="height:9.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">All of the Company's debt investments are issued by eligible
  U.S. portfolio companies, as defined in the 1940 Act, except for investments
  specifically identified as non-qualifying per note (e) below. The Company
  does not control and is not an affiliate of any of the companies that are
  issuers of the underlying loans subject to the TRS.</font></p>
  </td>
 </tr>
<tr style="height:9.0pt;">
  <td nowrap valign=top width=2% style="height:9.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(b)</font></sup></p>
  </td>
 <td valign=top width=98% style="height:9.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">The 1, 2, 3, 4, 6 and 12 month LIBOR rates were 0.17%, 0.21%,
  0.25%, 0.32%, 0.35% and 0.58%, respectively, as of December 31, 2013. The
  prime rate was 3.25% as of December 31, 2013. The applicable LIBOR rate as of
  December 31, 2013 for the loan listed may not be the applicable LIBOR rate,
  as the loan may have been priced or repriced based on a LIBOR rate prior to
  December 31, 2013.</font></p>
  </td>
 </tr>
<tr style="height:9.0pt;">
  <td nowrap valign=top width=2% style="height:9.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(c)</font></sup></p>
  </td>
 <td valign=top width=98% style="height:9.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Fair value determined by the Company&#8217;s board of directors (see
  Note 8).</font></p>
  </td>
 </tr>
<tr style="height:9.0pt;">
  <td nowrap valign=top width=2% style="height:9.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(d)</font></sup></p>
  </td>
 <td valign=top width=98% style="height:9.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Position or portion thereof unsettled as of December 31, 2013.</font></p>
  </td>
 </tr>
<tr style="height:9.0pt;">
  <td nowrap valign=top width=2% style="height:9.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(e)</font></sup></p>
  </td>
 <td valign=top width=98% style="height:9.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">The investment is not a qualifying asset under the 1940 Act. A
  business development company may not acquire any asset other than qualifying
  assets, unless, at the time the acquisition is made, qualifying assets
  represent at least 70% of that company&#8217;s total assets as defined under
  Section 55 of the 1940 Act. As of December 31, 2013, 88.2% of the Company&#8217;s
  total assets represented qualifying assets. In addition, as described in this
  note, the Company calculates its compliance with the qualifying asset test on
  a &#8220;look through&#8221; basis by treating each loan underlying the TRS as either a
  qualifying asset or non-qualifying asset based on whether the obligor is an
  eligible portfolio company. On this basis, 76.1% of the Company&#8217;s total
  assets represented qualifying assets as of December 31, 2013.</font></p>
  </td>
 </tr>
</table></div>




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<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-add-space:auto;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">29</font></font></p>


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</DIV><HR noshade STYLE="page-break-after: always" align="center" width="100%" size=2><a name="page_32"></a><DIV bclPageBorder STYLE="PADDING-TOP: 0in; PADDING-BOTTOM: 0in; WIDTH: 100%; PADDING-RIGHT: 0in; PADDING-LEFT: 0in">

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<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-hyphenate:none;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">C&#298;ON Investment Corporation</font></b></font></p>

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-hyphenate:none;mso-outline-level:1;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;tab-stops:center 3.75in;text-align:center;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Notes to Consolidated
Financial Statements</font></b></font><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;">&nbsp;</font></font></b></p>

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">September
30, 2014</font></b></font></font></b></p>

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">(unaudited)</font></b></font></font></b></p>

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></b></font></font></b></p>


</DIV>
<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Note 8. Fair Value of Financial Instruments</font></b></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:27.0pt;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The Company determines the fair value of
all portfolio investments in accordance with ASC 820. ASC 820 requires enhanced
disclosures about assets and liabilities that are measured and reported at fair
value. As defined in ASC 820, fair value is the price that would be received to
sell an asset or paid to transfer a liability in an orderly transaction between
market participants at the measurement date.</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">ASC 820 establishes a hierarchical
disclosure framework that prioritizes and ranks the level of market price
observability of inputs used in measuring investments at fair value. Market
price observability is affected by a number of factors, including the type of
investment and the characteristics specific to the investment. Investments with
readily available active quoted prices or for which fair value can be measured
from actively quoted prices generally will have a higher degree of market price
observability and a lesser degree of judgment used in measuring fair value.</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Based on the observability of the inputs
used in the valuation techniques, the Company is required to provide
disclosures on fair value measurements according to the fair value hierarchy.
Investments carried at fair value are classified and disclosed in one of the
following three categories:</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;margin-left:.5in;text-indent:-.25in;"><font face=Symbol style="border:none;"><font face=Symbol lang=EN-US style="font-size:9.0pt;">&#183;</font></font><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&#160;&#160;&#160;&#160;&#160; Level 1&#8212;Valuations based on quoted
prices in active markets for identical assets or liabilities that the Company
has the ability to access. </font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;margin-left:.5in;text-indent:-.25in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;margin-left:.5in;text-indent:-.25in;"><font face=Symbol style="border:none;"><font face=Symbol lang=EN-US style="font-size:9.0pt;">&#183;</font></font><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&#160;&#160;&#160;&#160;&#160; Level 2&#8212;Valuations based on inputs
other than quoted prices in active markets, which are either directly or
indirectly observable.</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;margin-left:.5in;text-indent:-.25in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;margin-left:.5in;text-indent:-.25in;"><font face=Symbol style="border:none;"><font face=Symbol lang=EN-US style="font-size:9.0pt;">&#183;</font></font><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&#160;&#160;&#160;&#160;&#160; Level 3&#8212;Valuations based on inputs
that are unobservable and significant to the overall fair value measurement.
The inputs used in the determination of fair value may require significant
management judgment or estimation. Such information may be the result of
consensus pricing information or broker quotes that include a disclaimer that
the broker would not be held to such a price in an actual transaction. The
non-binding nature of consensus pricing and/or quotes accompanied by the
disclaimer would result in classification as a Level 3 asset, assuming no
additional corroborating evidence.</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The following table presents fair value
measurements of the Company&#8217;s portfolio investments and TRS as of September 30,
2014 and December 31, 2013, according to the fair value hierarchy:</font></font></p>

<p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;">&nbsp;</font></p>

<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:12.0pt;">
  <td nowrap valign=bottom width=26% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=14 nowrap valign=bottom width=73% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">September 30, 2014</font></b></p>
  </td>
 </tr>
<tr style="height:21.75pt;">
  <td valign=bottom width=26% style="border:none;border-bottom:solid black 1.0pt;height:21.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Valuation
  Inputs</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:21.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=14% style="border:none;border-bottom:solid black 1.0pt;height:21.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">First Lien Senior</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Secured Term Loans</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:21.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=14% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:21.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Second Lien Senior</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Secured Term Loans</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:21.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=14% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:21.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Collateralized Securities</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:21.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=14% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:21.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Short Term</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Investments</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:21.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=13% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:21.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total Return Swap</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=26% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Level 1&#8212;Price
  quotations in active markets</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">34,061,902 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=26% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Level
  2&#8212;Significant other observable inputs</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=26% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Level
  3&#8212;Significant unobservable inputs</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">66,855,635 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">181,249,221 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">30,009,990 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(340,858)</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=26% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">66,855,635 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">181,249,221 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">30,009,990 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">34,061,902 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(340,858)</font></p>
  </td>
 </tr>
</table></div>



<p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;">&nbsp;</font></p>

<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:12.0pt;">
  <td nowrap valign=bottom width=26% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=14 nowrap valign=bottom width=73% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">December 31, 2013</font></b></p>
  </td>
 </tr>
<tr style="height:20.25pt;">
  <td valign=bottom width=26% style="border:none;border-bottom:solid black 1.0pt;height:20.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Valuation
  Inputs</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:20.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=14% style="border:none;border-bottom:solid black 1.0pt;height:20.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">First Lien Senior</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Secured Term Loans</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:20.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=14% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:20.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Second Lien Senior</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Secured Term Loans</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:20.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=14% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:20.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Collateralized Securities</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:20.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=14% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:20.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Short Term</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Investments</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:20.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=13% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:20.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total Return Swap</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=26% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Level 1&#8212;Price
  quotations in active markets</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">11,383,669 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=26% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Level
  2&#8212;Significant other observable inputs</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=26% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Level
  3&#8212;Significant unobservable inputs</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">61,787,430 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">22,552,214 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">8,795,600 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,548,617 </font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=26% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">61,787,430 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">22,552,214 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">8,795,600 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">11,383,669 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,548,617 </font></p>
  </td>
 </tr>
</table></div>




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<DIV bclHeader>


<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-hyphenate:none;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">C&#298;ON Investment Corporation</font></b></font></p>

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-hyphenate:none;mso-outline-level:1;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;tab-stops:center 3.75in;text-align:center;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Notes to Consolidated
Financial Statements</font></b></font><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;">&nbsp;</font></font></b></p>

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">September
30, 2014</font></b></font></font></b></p>

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">(unaudited)</font></b></font></font></b></p>

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></b></font></font></b></p>


</DIV>
<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The Company&#8217;s investments as of September 30, 2014 and December
31, 2013, excluding short term investments, primarily consisted of debt
securities that are traded on a private over-the-counter market for
institutional investors. Except for investments specifically identified, the
Company values its portfolio investments by using market quotations from
brokers or dealers, market comparables, discounted cash flow models and
independent third-party pricing services, which provided prevailing bid and ask
prices that were screened for validity by the pricing service from brokers or
dealers on the determination date of the relevant period end. Four senior
secured loans that were purchased near December 31, 2013, were valued using cost
at acquisition, as the Company determined that the cost of the investments was
the best indication of their current fair value. </font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The discounted cash flow model deemed
appropriate by CIM is prepared for the applicable investments and reviewed by
the Company&#8217;s valuation committee consisting of senior management. Such models
are prepared at least quarterly or on an as needed basis. The model uses the
estimated cash flow projections for the underlying investments and an
appropriate discount rate is determined based on the latest financial
information available for the borrower, prevailing market trends, comparable
analysis and other inputs. The model, key assumptions, inputs, and results are
reviewed by the Company&#8217;s valuation committee with final approval from the
board of directors. </font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The Company periodically benchmarks the market
quotations obtained against the actual prices at which it purchases and sells
its investments. Based on the results of the benchmark analysis and the
Company&#8217;s experience in purchasing and selling these investments, the Company
believes that these prices are reliable indicators of fair value. However,
because of the private nature of this marketplace (meaning actual transactions
are not publicly reported), the Company believes that these valuation inputs
are classified as Level 3 within the fair value hierarchy. The Company may also
use other methods to determine fair value for securities for which it cannot
obtain market quotations through </font></font><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">brokers and dealers</font></font><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">, including the use of an independent valuation firm. The Company
periodically benchmarks the valuations provided by the independent valuation
firm against the actual prices at which it purchases and sells its investments.
The Company&#8217;s valuation committee and board of directors review and approve the
valuation determinations made with respect to these investments in a manner
consistent with the Company&#8217;s valuation process. </font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Six and three of the Company&#8217;s
collateralized security investments as of September 30, 2014 and December 31,
2013, respectively, for which broker quotes were not available, were valued by
an independent valuation firm, which determined the fair value of such
investments by considering, among other factors, each borrower&#8217;s ability to
adequately service its debt, prevailing interest rates for like investments,
call features and other relevant terms of the debt.</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Pursuant to the TRS Agreement, the fair
value of the TRS is based on the increase or decrease in the value of the loans
underlying the TRS. The loans underlying the TRS are valued by the Company in
the same manner as loans owned by the Company.&#160; As a result of the private
nature of this marketplace (meaning actual transactions are not publicly
reported), the Company believes that the total fair value of the TRS should be
classified as Level 3 within the fair value hierarchy.</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The Company did not have any transfers
between Level 1, Level 2, and Level 3 of the fair value hierarchy during the
nine months ended September 30, 2014 and 2013. The Company&#8217;s policy is to
recognize transfers in and out as of the actual date of the event or change in
circumstances that causes the transfer.</font></font></p>


<DIV bclFooter>


<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-add-space:auto;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">31</font></font></p>


</DIV>
</DIV><HR noshade STYLE="page-break-after: always" align="center" width="100%" size=2><a name="page_34"></a><DIV bclPageBorder STYLE="PADDING-TOP: 0in; PADDING-BOTTOM: 0in; WIDTH: 100%; PADDING-RIGHT: 0in; PADDING-LEFT: 0in">

<DIV bclHeader>


<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-hyphenate:none;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">C&#298;ON Investment Corporation</font></b></font></p>

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-hyphenate:none;mso-outline-level:1;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;tab-stops:center 3.75in;text-align:center;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Notes to Consolidated
Financial Statements</font></b></font><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;">&nbsp;</font></font></b></p>

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">September
30, 2014</font></b></font></font></b></p>

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">(unaudited)</font></b></font></font></b></p>

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></b></font></font></b></p>


</DIV>
<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The following tables provide a reconciliation of the beginning and
ending balances for investments that use Level 3 inputs for the three and nine
months ended September 30, 2014 and 2013:</font></font></p>

<p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;">&nbsp;</font></p>

<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:12.0pt;">
  <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=29% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=14 valign=bottom width=68% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Three Months Ended</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">September 30, 2014</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=2 valign=bottom width=32% style="border:none;border-bottom:none black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=13% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">First Lien Senior</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Secured Term Loans</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=14% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Second Lien Senior</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Secured Term Loans</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=13% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Collateralized Securities</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=12% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total Return</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Swap</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=12% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=2 valign=bottom width=32% style="background:#B6DDE8;border:none;border-bottom:none black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Beginning
  balance, June 30, 2014</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B6DDE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B6DDE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">76,790,268 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B6DDE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B6DDE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B6DDE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">101,524,554 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B6DDE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B6DDE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B6DDE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">30,577,322 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B6DDE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B6DDE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B6DDE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,571,894 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B6DDE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B6DDE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B6DDE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">210,464,038 </font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=2 valign=bottom width=32% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Investments
  purchased</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=13% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">36,003,406 </font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=14% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">109,171,425 </font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=13% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;-&#160;&#160; &nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">145,174,831 </font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=2 valign=bottom width=32% style="background:#B6DDE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net realized
  gain</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=13% style="background:#B6DDE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">715,221 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B6DDE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=14% style="background:#B6DDE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">256,237 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B6DDE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=13% style="background:#B6DDE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B6DDE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=12% style="background:#B6DDE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">4,135,243 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B6DDE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=12% style="background:#B6DDE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">5,106,701 </font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=2 valign=bottom width=32% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net change in
  unrealized (depreciation) appreciation</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=13% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(373,335)</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=14% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(660,449)</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=13% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(595,652)</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=12% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(1,912,752)</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=12% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(3,542,188)</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=2 valign=bottom width=32% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Accretion of
  discount</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=13% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">74,243 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">8,852 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=13% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">28,320 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B6DDE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">111,415 </font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=2 valign=bottom width=32% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Sales and
  principal repayments</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=13% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(46,354,168)</font></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=14% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(29,051,398)</font></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=13% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=12% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(4,135,243)</font></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=12% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(79,540,809)</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=2 valign=bottom width=32% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Ending
  balance, September 30, 2014</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">66,855,635 </font></b></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">181,249,221 </font></b></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">30,009,990 </font></b></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(340,858)</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">277,773,988 </font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=2 valign=bottom width=32% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Change in
  unrealized gains or losses for the period included in changes in net assets
  for assets held at the end of the reporting period</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">10,238 </font></b></p>
  </td>
 <td valign=top width=1% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(168,328)</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(595,652)</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(1,703,340)</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(2,457,082)</font></b></p>
  </td>
 </tr>
</table></div>



<p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;">&nbsp;</font></p>

<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:12.0pt;">
  <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=30% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=14 valign=bottom width=67% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Nine Months Ended</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">September 30, 2014</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=2 valign=bottom width=33% style="border:none;border-bottom:none black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=13% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">First Lien Senior</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Secured Term Loans</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=13% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Second Lien Senior</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Secured Term Loans</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=13% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Collateralized Securities</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=12% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total Return</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Swap</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=12% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=2 valign=bottom width=33% style="background:#B6DDE8;border:none;border-bottom:none black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Beginning
  balance, December 31, 2013</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B6DDE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B6DDE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">61,787,430 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B6DDE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B6DDE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B6DDE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">22,552,214 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B6DDE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B6DDE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B6DDE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">8,795,600 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B6DDE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B6DDE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B6DDE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,548,617 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B6DDE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B6DDE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B6DDE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">94,683,861 </font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=2 valign=bottom width=33% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Investments
  purchased</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=13% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">91,206,491 </font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=13% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">191,955,690 </font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=13% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">21,821,944 </font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">304,984,125 </font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=2 valign=bottom width=33% style="background:#B6DDE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net realized
  gain</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=13% style="background:#B6DDE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,042,577 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B6DDE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=13% style="background:#B6DDE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">312,986 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B6DDE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=13% style="background:#B6DDE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B6DDE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=12% style="background:#B6DDE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">11,898,784 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B6DDE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=12% style="background:#B6DDE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">13,254,347 </font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=2 valign=bottom width=33% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net change in
  unrealized (depreciation) appreciation</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=13% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(158,465)</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=13% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">407,457 </font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=13% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(664,779)</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=12% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(1,889,475)</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=12% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(2,305,262)</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=2 valign=bottom width=33% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Accretion of
  discount</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=13% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">153,848 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">24,081 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=13% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">57,225 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B6DDE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">235,154 </font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=2 valign=bottom width=33% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Sales and
  principal repayments</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=13% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(87,176,246)</font></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=13% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(34,003,207)</font></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=13% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=12% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(11,898,784)</font></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=12% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(133,078,237)</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=2 valign=bottom width=33% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Ending
  balance, September 30, 2014</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">66,855,635 </font></b></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">181,249,221 </font></b></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">30,009,990 </font></b></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(340,858)</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">277,773,988 </font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=2 valign=bottom width=33% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Change in
  unrealized gains or losses for the period included in changes in net assets
  for assets held at the end of the reporting period</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">324,171 </font></b></p>
  </td>
 <td valign=top width=1% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">539,883 </font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(664,779)</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(1,020,891)</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(821,616)</font></b></p>
  </td>
 </tr>
</table></div>




<DIV bclFooter>


<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-add-space:auto;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">32</font></font></p>


</DIV>
</DIV><HR noshade STYLE="page-break-after: always" align="center" width="100%" size=2><a name="page_35"></a><DIV bclPageBorder STYLE="PADDING-TOP: 0in; PADDING-BOTTOM: 0in; WIDTH: 100%; PADDING-RIGHT: 0in; PADDING-LEFT: 0in">

<DIV bclHeader>


<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-hyphenate:none;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">C&#298;ON Investment Corporation</font></b></font></p>

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-hyphenate:none;mso-outline-level:1;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;tab-stops:center 3.75in;text-align:center;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Notes to Consolidated
Financial Statements</font></b></font><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;">&nbsp;</font></font></b></p>

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">September
30, 2014</font></b></font></font></b></p>

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">(unaudited)</font></b></font></font></b></p>

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></b></font></font></b></p>


</DIV>

<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:12.0pt;">
  <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=30% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=14 valign=bottom width=67% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Three Months Ended</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">September 30, 2013</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=2 valign=bottom width=33% style="border:none;border-bottom:none black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=13% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">First Lien Senior</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Secured Term Loans</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=13% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Second Lien Senior</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Secured Term Loans</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=13% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Collateralized Securities</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=12% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total Return</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Swap</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=12% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=2 valign=bottom width=33% style="background:#B6DDE8;border:none;border-bottom:none black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Beginning
  balance, June 30, 2013</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B6DDE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B6DDE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">16,417,934 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B6DDE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B6DDE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B6DDE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">5,410,360 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B6DDE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B6DDE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B6DDE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B6DDE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B6DDE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B6DDE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">99,963 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B6DDE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B6DDE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B6DDE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">21,928,257 </font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=2 valign=bottom width=33% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Investments
  purchased</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">18,136,435 </font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,073,073 </font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">19,209,508 </font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=2 valign=bottom width=33% style="background:#B6DDE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net realized
  gain</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B6DDE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B6DDE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,381 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B6DDE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B6DDE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B6DDE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B6DDE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B6DDE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B6DDE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B6DDE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B6DDE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B6DDE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">799,698 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B6DDE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B6DDE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B6DDE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">801,079 </font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=2 valign=bottom width=33% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net change in
  unrealized (depreciation) appreciation</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">228,994 </font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(8,846)</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">284,001 </font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">504,149 </font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=2 valign=bottom width=33% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Accretion of
  discount</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">8,753 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(1,539)</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">7,214 </font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=2 valign=bottom width=33% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Sales and
  principal repayments</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(763,451)</font></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(799,698)</font></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(1,563,149)</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=2 valign=bottom width=33% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Ending
  balance, September 30, 2013</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">34,030,046 </font></b></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">6,473,048 </font></b></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">383,964 </font></b></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">40,887,058 </font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=2 valign=bottom width=33% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Change in
  unrealized gains or losses for the period included in changes in net assets
  for assets held at the end of the reporting period</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">233,771 </font></b></p>
  </td>
 <td valign=top width=1% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(8,846)</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">278,550 </font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">503,475 </font></b></p>
  </td>
 </tr>
</table></div>



<p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;">&nbsp;</font></p>

<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:12.0pt;">
  <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=30% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=14 valign=bottom width=67% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Nine Months Ended</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">September 30, 2013</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=2 valign=bottom width=33% style="border:none;border-bottom:none black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=13% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">First Lien Senior</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Secured Term Loans</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=13% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Second Lien Senior</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Secured Term Loans</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=13% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Collateralized Securities</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=12% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total Return</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Swap</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=12% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=2 valign=bottom width=33% style="background:#B6DDE8;border:none;border-bottom:none black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Beginning
  balance, December 31, 2012</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B6DDE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B6DDE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,980,044 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B6DDE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B6DDE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B6DDE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B6DDE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B6DDE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B6DDE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B6DDE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B6DDE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B6DDE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">12,395 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B6DDE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B6DDE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B6DDE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,992,439 </font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=2 valign=bottom width=33% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Investments
  purchased</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">33,498,788 </font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">6,368,898 </font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=13% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">39,867,686 </font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=2 valign=bottom width=33% style="background:#B6DDE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net realized
  gain</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B6DDE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B6DDE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">16,352 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B6DDE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B6DDE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B6DDE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=13% style="background:#B6DDE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B6DDE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B6DDE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,591,711 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B6DDE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B6DDE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B6DDE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,608,063 </font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=2 valign=bottom width=33% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net change in
  unrealized (depreciation) appreciation</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">433,150 </font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">102,011 </font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=13% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">371,569 </font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">906,730 </font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=2 valign=bottom width=33% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Accretion of
  discount</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">12,086 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2,139 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">14,225 </font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=2 valign=bottom width=33% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Sales and
  principal repayments</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(1,910,374)</font></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=13% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(1,591,711)</font></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(3,502,085)</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=2 valign=bottom width=33% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Ending
  balance, September 30, 2013</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">34,030,046 </font></b></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">6,473,048 </font></b></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">383,964 </font></b></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">40,887,058 </font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=2 valign=bottom width=33% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Change in
  unrealized gains or losses for the period included in changes in net assets
  for assets held at the end of the reporting period</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">433,150 </font></b></p>
  </td>
 <td valign=top width=1% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">102,011 </font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">381,724 </font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">916,885 </font></b></p>
  </td>
 </tr>
</table></div>



<p style="border:none;margin:0in;margin-bottom:.0001pt;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;"><font style="border:none;"><b><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Significant Unobservable Inputs</font></i></b></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The valuation techniques and significant
unobservable inputs used in recurring Level 3 fair value measurements of investments
as of September 30, 2014 and December 31, 2013 were as follows:</font></font></p>

<p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;">&nbsp;</font></p>

<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:12.0pt;">
  <td nowrap valign=bottom width=25% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=12 nowrap valign=bottom width=75% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">September 30, 2014</font></b></p>
  </td>
 </tr>
<tr style="height:23.25pt;">
  <td valign=bottom width=25% style="height:23.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=13% style="border:none;border-bottom:solid black 1.0pt;height:23.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Fair Value</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:23.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=19% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:23.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Valuation Techniques/</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Methodologies</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:23.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=16% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:23.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Unobservable</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Inputs</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:23.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=3 valign=bottom width=13% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:23.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Range</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:23.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=10% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:23.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Weighted Average</font></b></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td width=25% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Senior secured
  term loans - first lien</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap width=11% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">19,768,046 </font></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=19% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Discounted Cash Flow</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=16% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Discount Rate</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=6% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">5.0%</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=6% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">8.3%</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=10% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">6.7%</font></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td width=25% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=11% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">47,087,589 </font></p>
  </td>
 <td width=1% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=19% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Broker Quotes</font></p>
  </td>
 <td width=1% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=16% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Broker Quotes</font></p>
  </td>
 <td width=1% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=6% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">N/A</font></p>
  </td>
 <td width=1% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=6% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">N/A</font></p>
  </td>
 <td width=1% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=10% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">N/A</font></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td width=25% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Senior secured
  term loans - second lien</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=11% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">41,118,951 </font></p>
  </td>
 <td width=1% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=19% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Discounted Cash Flow</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=16% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Discount Rate</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=6% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">8.5%</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=6% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">10.3%</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=10% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">9.4%</font></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td width=25% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=11% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">140,130,270 </font></p>
  </td>
 <td width=1% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=19% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Broker Quotes</font></p>
  </td>
 <td width=1% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=16% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Broker Quotes</font></p>
  </td>
 <td width=1% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=6% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">N/A</font></p>
  </td>
 <td width=1% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=6% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">N/A</font></p>
  </td>
 <td width=1% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=10% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">N/A</font></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td width=25% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Collateralized
  securities</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=11% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">30,009,990 </font></p>
  </td>
 <td width=1% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=19% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Discounted Cash Flow</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=16% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Discount Rate</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=6% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">9.0%</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=6% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">13.0%</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=10% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">10.8%</font></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td width=25% style="border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total Return
  Swap</font></p>
  </td>
 <td nowrap width=2% style="border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=11% style="border:none;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">36,250 </font></p>
  </td>
 <td width=1% style="border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=19% style="border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Discounted Cash Flow</font></p>
  </td>
 <td width=1% style="border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=16% style="border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Discount Rate</font></p>
  </td>
 <td width=1% style="border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=6% style="border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">7.5%</font></p>
  </td>
 <td width=1% style="border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=6% style="border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">7.5%</font></p>
  </td>
 <td width=1% style="border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=10% style="border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">7.5%</font></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td width=25% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=11% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(377,108)</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=19% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Broker Quotes</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=16% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Broker Quotes</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=6% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">N/A</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=6% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">N/A</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=10% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">N/A</font></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td width=25% style="border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total</font></b></p>
  </td>
 <td width=2% style="border:none;border-bottom:double black 2.25pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap width=11% style="border:none;border-bottom:double black 2.25pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">277,773,988 </font></p>
  </td>
 <td width=1% style="border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=19% style="border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=1% style="border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=16% style="border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=1% style="border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=6% style="border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=1% style="border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=6% style="border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=1% style="border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=10% style="border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
</table></div>




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<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-hyphenate:none;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">C&#298;ON Investment Corporation</font></b></font></p>

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-hyphenate:none;mso-outline-level:1;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;tab-stops:center 3.75in;text-align:center;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Notes to Consolidated
Financial Statements</font></b></font><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;">&nbsp;</font></font></b></p>

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">September
30, 2014</font></b></font></font></b></p>

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">(unaudited)</font></b></font></font></b></p>

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></b></font></font></b></p>


</DIV>

<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:12.0pt;">
  <td nowrap valign=bottom width=25% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=12 nowrap valign=bottom width=75% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">December 31, 2013</font></b></p>
  </td>
 </tr>
<tr style="height:23.25pt;">
  <td valign=bottom width=25% style="height:23.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=13% style="border:none;border-bottom:solid black 1.0pt;height:23.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Fair Value</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:23.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=20% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:23.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Valuation Techniques/</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Methodologies</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:23.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=16% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:23.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Unobservable</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Inputs</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:23.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=3 valign=bottom width=13% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:23.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Range</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:23.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=9% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:23.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Weighted Average</font></b></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td width=25% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Senior secured
  term loans - first lien</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td width=11% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">45,156,370 </font></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=20% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Discounted Cash Flow</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=16% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Discount Rate</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=6% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">4.8%</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=6% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">9.7%</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=9% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">6.8%</font></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td width=25% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=11% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">16,631,060 </font></p>
  </td>
 <td width=1% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=20% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Recent Transactions</font></p>
  </td>
 <td width=1% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=16% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Recent Transactions</font></p>
  </td>
 <td width=1% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=6% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">N/A</font></p>
  </td>
 <td width=1% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=6% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">N/A</font></p>
  </td>
 <td width=1% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=9% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">N/A</font></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td width=25% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Senior secured
  term loans - second lien</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=11% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">22,552,214 </font></p>
  </td>
 <td width=1% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=20% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Discounted Cash Flow</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=16% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Discount Rate</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=6% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">7.5%</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=6% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">11.8%</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=9% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">8.8%</font></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td width=25% style="border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Collateralized
  securities</font></p>
  </td>
 <td nowrap width=2% style="border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=11% style="border:none;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">3,795,600 </font></p>
  </td>
 <td width=1% style="border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=20% style="border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Discounted Cash Flow</font></p>
  </td>
 <td width=1% style="border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=16% style="border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Discount Rate</font></p>
  </td>
 <td width=1% style="border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=6% style="border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">10.0%</font></p>
  </td>
 <td width=1% style="border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=6% style="border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">13.0%</font></p>
  </td>
 <td width=1% style="border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=9% style="border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">11.5%</font></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td width=25% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=11% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">5,000,000 </font></p>
  </td>
 <td width=1% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=20% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Recent Transactions</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=16% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Recent Transactions</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=6% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">N/A</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=6% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">N/A</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=9% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">N/A</font></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td width=25% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total Return
  Swap</font></p>
  </td>
 <td nowrap width=2% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=11% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,548,617 </font></p>
  </td>
 <td width=1% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=20% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Third-Party Pricing Service<sup>(1)</sup></font></p>
  </td>
 <td width=1% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=16% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Broker Quotes</font></p>
  </td>
 <td width=1% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=6% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">N/A</font></p>
  </td>
 <td width=1% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=6% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">N/A</font></p>
  </td>
 <td width=1% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=9% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">N/A</font></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td width=25% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total</font></b></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td width=11% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">94,683,861 </font></p>
  </td>
 <td width=1% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=20% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=16% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=6% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=6% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=9% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:5.25pt;">
  <td width=25% style="border:none;border-bottom:solid black 1.0pt;height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="border:none;height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=11% style="border:none;height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=1% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=20% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=1% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=16% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=1% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=6% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=1% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=6% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=1% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=9% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
</table></div>



<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:13.5pt;">
  <td nowrap valign=top width=3% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(1)</font></p>
  </td>
 <td valign=top width=97% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">The loans
  underlying the TRS were valued by Citibank. Citibank based its valuation
  primarily on the indicative bid prices provided by an independent third-party
  pricing service. Bid prices reflect a price that market participants may be
  willing to pay for an investment. These valuations were sent to the Company
  for review and testing. The Company reviewed and approved the value of the
  loans underlying the TRS as part of the quarterly valuation process.</font></p>
  </td>
 </tr>
</table></div>



<p style="border:none;margin:0in;margin-bottom:.0001pt;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The significant unobservable inputs used in
the fair value measurement of the Company&#8217;s senior secured first lien and second
lien term loans, and collateralized securities are discount rates. A
significant increase or decrease in discount rates would result in a
significantly lower or higher fair value measurement, respectively.</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Note 9. General and Administrative Expense</font></b></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">General and administrative expense consisted
of the following items for the three and nine months ended September 30, 2014
and 2013:</font></font></p>

<p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;">&nbsp;</font></p>

<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:12.0pt;">
  <td nowrap valign=bottom width=34% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=5 valign=bottom width=32% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Three Months Ended</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">September 30,</font></b></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=5 valign=bottom width=31% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Nine Months Ended</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">September 30,</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=34% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=15% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2014</font></b></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=14% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2013</font></b></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=14% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2014</font></b></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=14% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2013</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td width=34% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Due diligence
  fees</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td width=12% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;165,133 &nbsp;</font></p>
  </td>
 <td nowrap width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=3% style="background:#B6DDE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td width=11% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;143,976 &nbsp;</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td width=11% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;566,759 &nbsp;</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=3% style="background:#B6DDE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td width=11% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;226,909 &nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td width=34% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Transfer agent
  expense</font></p>
  </td>
 <td width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;148,268 &nbsp;</font></p>
  </td>
 <td nowrap width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=11% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;46,412 &nbsp;</font></p>
  </td>
 <td width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=11% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;424,967 &nbsp;</font></p>
  </td>
 <td nowrap width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=11% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;85,378 &nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td width=34% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Professional
  fees expense</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;116,746 &nbsp;</font></p>
  </td>
 <td nowrap width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=11% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;147,107 &nbsp;</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=11% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;583,052 &nbsp;</font></p>
  </td>
 <td nowrap width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=11% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;751,823 &nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td width=34% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Marketing
  expense</font></p>
  </td>
 <td width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;112,155 &nbsp;</font></p>
  </td>
 <td nowrap width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=11% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;192,498 &nbsp;</font></p>
  </td>
 <td width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=11% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;409,277 &nbsp;</font></p>
  </td>
 <td nowrap width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=11% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;375,897 &nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td width=34% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Dues and
  subscriptions</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;86,425 &nbsp;</font></p>
  </td>
 <td nowrap width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=11% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;31,715 &nbsp;</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=11% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;165,274 &nbsp;</font></p>
  </td>
 <td nowrap width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=11% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;54,681 &nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td width=34% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Insurance
  expense</font></p>
  </td>
 <td width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;69,313 &nbsp;</font></p>
  </td>
 <td nowrap width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=11% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;53,011 &nbsp;</font></p>
  </td>
 <td width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=11% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;174,582 &nbsp;</font></p>
  </td>
 <td nowrap width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=11% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;158,813 &nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td width=34% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Director fees
  and expenses</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;42,721 &nbsp;</font></p>
  </td>
 <td nowrap width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=11% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;8,118 &nbsp;</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=11% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;119,510 &nbsp;</font></p>
  </td>
 <td nowrap width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=11% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;24,142 &nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td width=34% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Printing and
  mailing expense</font></p>
  </td>
 <td width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;39,681 &nbsp;</font></p>
  </td>
 <td nowrap width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=11% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;212 &nbsp;</font></p>
  </td>
 <td width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=11% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;108,923 &nbsp;</font></p>
  </td>
 <td nowrap width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=11% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;98,838 &nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td width=34% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Filing fees</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;251 &nbsp;</font></p>
  </td>
 <td nowrap width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=11% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;19,623 &nbsp;</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=11% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;79,978 &nbsp;</font></p>
  </td>
 <td nowrap width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=11% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;77,173 &nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td width=34% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Other expenses</font></p>
  </td>
 <td width=3% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=12% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;85,712 &nbsp;</font></p>
  </td>
 <td nowrap width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=3% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=11% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;25,032 &nbsp;</font></p>
  </td>
 <td width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=3% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=11% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;309,698 &nbsp;</font></p>
  </td>
 <td nowrap width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=3% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=11% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;74,928 &nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td width=34% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total general
  and administrative expense</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td width=12% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;866,405 &nbsp;</font></p>
  </td>
 <td nowrap width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td width=11% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;667,704 &nbsp;</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td width=11% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;2,942,020 &nbsp;</font></p>
  </td>
 <td nowrap width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td width=11% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;1,928,582 &nbsp;</font></p>
  </td>
 </tr>
</table></div>



<p style="border:none;margin:0in;margin-bottom:.0001pt;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Note 10. Commitments and Contingencies</font></b></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:27.0pt;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The Company entered into certain contracts
with other parties that contain a variety of indemnifications. The Company&#8217;s
maximum exposure under these arrangements is unknown. However, the Company has
not experienced claims or losses pursuant to these contracts and believes the
risk of loss related to such indemnifications to be remote.</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:27.0pt;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font color=black style="border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">As of September 30, 2014 and
December 31, 2013, the Company&#8217;s unfunded loan commitments amounted to $21,674,000
and $2,450,758, respectively.</font></font><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;"> </font><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">As of November 10, 2014, the Company&#8217;s unfunded loan
commitments amounted to $23,112,083. </font><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">For information on the companies to
which the Company is committed to fund additional amounts as of </font><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">September 30, 2014 and </font><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">December 31, 2013</font><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">, </font><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">refer to the consolidated schedule of investments.</font></font></p>


<DIV bclFooter>


<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-add-space:auto;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">34</font></font></p>


</DIV>
</DIV><HR noshade STYLE="page-break-after: always" align="center" width="100%" size=2><a name="page_37"></a><DIV bclPageBorder STYLE="PADDING-TOP: 0in; PADDING-BOTTOM: 0in; WIDTH: 100%; PADDING-RIGHT: 0in; PADDING-LEFT: 0in">

<DIV bclHeader>


<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-hyphenate:none;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">C&#298;ON Investment Corporation</font></b></font></p>

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-hyphenate:none;mso-outline-level:1;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;tab-stops:center 3.75in;text-align:center;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Notes to Consolidated
Financial Statements</font></b></font><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;">&nbsp;</font></font></b></p>

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">September
30, 2014</font></b></font></font></b></p>

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">(unaudited)</font></b></font></font></b></p>

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></b></font></font></b></p>


</DIV>
<p style="border:none;margin:0in;margin-bottom:.0001pt;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Note 11.
Financial Highlights</font></b></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The following is a schedule of financial
highlights as of and for the nine months ended September 30, 2014 and 2013:</font></font></p>

<p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;">&nbsp;</font></p>

<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:11.25pt;">
  <td nowrap valign=bottom width=3% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=64% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=16% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">As of and for the</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=15% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">As of and for the</font></b></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=3% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=64% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=16% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Nine Months</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=15% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Nine Months</font></b></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=3% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=64% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=16% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Ended</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=15% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Ended</font></b></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=3% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=64% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=16% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">September 30, 2014</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=15% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">September 30, 2013</font></b></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=2 nowrap valign=bottom width=67% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Per share
  data:<sup>(1)</sup></font></b></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=16% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=15% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=2 nowrap valign=bottom width=67% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net asset value
  at beginning of period</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">9.32 </font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">8.97 </font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=2 nowrap valign=bottom width=67% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Results of
  operations:</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=64% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net investment
  income<sup>(2)</sup></font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.08 </font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.21 </font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=3% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=64% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net realized
  gain and net change in unrealized appreciation on investments<sup>(3)</sup></font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.08 </font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.16 </font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=64% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net realized
  gain and net change in unrealized appreciation on total return swap</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.35 </font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.59 </font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=2 nowrap valign=bottom width=67% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net increase in
  net assets resulting from operations</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.51 </font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.96 </font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=2 nowrap valign=bottom width=67% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Shareholder
  distributions:</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=3% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=64% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Distributions
  from net investment income</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(0.08)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(0.06)</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=64% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Distributions
  from net realized gains</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(0.46)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(0.48)</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=3% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=64% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Distributions
  from other sources<sup>(4)</sup></font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(0.01)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.00 </font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=2 nowrap valign=bottom width=67% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net decrease in
  net assets from shareholder distributions</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(0.55)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(0.54)</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=2 nowrap valign=bottom width=67% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Capital share
  transactions:</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=64% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Issuance of
  common stock above net asset value<sup>(5)</sup></font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.03 </font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.12 </font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=3% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=64% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Amortization of
  deferred offering expenses</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.00 </font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(0.22)</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=2 nowrap valign=bottom width=67% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net increase
  (decrease) in net assets resulting from capital share transactions</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.03 </font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(0.10)</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=2 nowrap valign=bottom width=67% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net asset value
  at end of period</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">9.31 </font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">9.29 </font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=2 nowrap valign=bottom width=67% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Shares of common
  stock outstanding at end of period</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">42,532,137 </font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">7,715,146 </font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=2 nowrap valign=bottom width=67% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total investment
  return-net asset value<sup>(6)</sup></font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">5.86%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">9.42%</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=2 nowrap valign=bottom width=67% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net assets at
  beginning of period</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">144,570,485 </font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">4,487,115 </font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=2 nowrap valign=bottom width=67% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net assets at
  end of period</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">395,957,726 </font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">71,647,438 </font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=2 nowrap valign=bottom width=67% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Average net
  assets</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">268,990,161 </font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">31,111,908 </font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=3% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=64% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=2 nowrap valign=bottom width=67% style="border:none;border-bottom:none black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Ratio/Supplemental
  data:</font></b></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=2 nowrap valign=bottom width=67% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Ratio of net
  investment income to average net assets<sup>(7)</sup></font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.89%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2.28%</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=2 nowrap valign=bottom width=67% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Ratio of net
  operating expenses to average net assets</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">3.17%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.31%</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=2 nowrap valign=bottom width=67% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Ratio of expense
  reimbursements from IIG and expense recoupments to average net assets</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.16%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">10.49%</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=2 nowrap valign=bottom width=67% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Ratio of total
  expenses (before expense reimbursements and recoupments) to average net
  assets</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">3.33%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">10.80%</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=2 nowrap valign=bottom width=67% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Ratio of gross
  operating expenses to average net assets<sup>(8)</sup></font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.67%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2.91%</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=2 nowrap valign=bottom width=67% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Portfolio
  turnover rate<sup>(9)</sup></font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">68.65%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">10.76%</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=2 nowrap valign=bottom width=67% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Asset coverage
  ratio<sup>(10)</sup></font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2.49</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2.38</font></p>
  </td>
 </tr>
<tr style="height:5.25pt;">
  <td nowrap valign=bottom width=3% style="border:none;border-bottom:solid black 1.0pt;height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=64% style="border:none;border-bottom:solid black 1.0pt;height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
</table></div>



<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:15.0pt;">
  <td nowrap valign=top width=3% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:8.0pt;">(1)</font></sup></p>
  </td>
 <td valign=top width=97% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;">The per share data for the nine months ended September 30, 2014
  and 2013 was derived by using the weighted average shares of common stock
  outstanding during each period.</font></p>
  </td>
 </tr>
<tr style="height:15.0pt;">
  <td nowrap valign=top width=3% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:8.0pt;">(2)</font></sup></p>
  </td>
 <td valign=top width=97% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;">Net investment income per share includes the expense
  reimbursements from IIG of $0.04 and $0.97 per share for the nine months
  ended September 30, 2014 and 2013, respectively, and expense recoupments of
  $0.02 per share for the nine months ended September 30, 2014. </font></p>
  </td>
 </tr>
<tr style="height:15.0pt;">
  <td nowrap valign=top width=3% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:8.0pt;">(3)</font></sup></p>
  </td>
 <td valign=top width=97% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;">The amount shown at this caption is the balancing figure derived
  from the other figures in the schedule. The amount shown at this caption for
  a share outstanding throughout the year may not agree with the change in the
  aggregate gains and losses in portfolio securities for the year because of
  the timing of sales and repurchases of the Company&#8217;s shares in relation to
  fluctuating market values for the portfolio.</font></p>
  </td>
 </tr>
<tr style="height:15.0pt;">
  <td nowrap valign=top width=3% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:8.0pt;">(4)</font></sup></p>
  </td>
 <td valign=top width=97% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;">Includes adjustments made to GAAP basis investment income to
  arrive at taxable income available for distributions.</font></p>
  </td>
 </tr>
</table></div>




<DIV bclFooter>


<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-add-space:auto;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">35</font></font></p>


</DIV>
</DIV><HR noshade STYLE="page-break-after: always" align="center" width="100%" size=2><a name="page_38"></a><DIV bclPageBorder STYLE="PADDING-TOP: 0in; PADDING-BOTTOM: 0in; WIDTH: 100%; PADDING-RIGHT: 0in; PADDING-LEFT: 0in">

<DIV bclHeader>


<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-hyphenate:none;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">C&#298;ON Investment Corporation</font></b></font></p>

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-hyphenate:none;mso-outline-level:1;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;tab-stops:center 3.75in;text-align:center;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Notes to Consolidated
Financial Statements</font></b></font><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;">&nbsp;</font></font></b></p>

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">September
30, 2014</font></b></font></font></b></p>

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">(unaudited)</font></b></font></font></b></p>

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></b></font></font></b></p>


</DIV>

<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:15.0pt;">
  <td nowrap valign=top width=3% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:8.0pt;">(5)</font></sup></p>
  </td>
 <td valign=top width=97% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;">The continuous issuance of shares of common stock may cause an
  incremental increase in net asset value per share due to the sale of shares
  at the then prevailing public offering price and the receipt of net proceeds
  per share by the Company in excess of net asset value per share on each subscription
  closing date.</font></p>
  </td>
 </tr>
<tr style="height:15.0pt;">
  <td nowrap valign=top width=3% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:8.0pt;">(6)</font></sup></p>
  </td>
 <td valign=top width=97% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;">Total investment return-net asset value is a measure of the
  change in total value for shareholders who held the Company&#8217;s common stock at
  the beginning and end of the period, including distributions paid or payable
  during the period. Total investment return-net asset value is based on (i)
  the beginning period net asset value per share on the first day of the
  period, (ii) the net asset value per share on the last day of the period of
  (A) one share plus (B) any fractional shares issued in connection with the
  reinvestment of monthly distributions, and (iii) the value of distributions
  payable, if any, on the last day of the period. The total investment
  return-net asset value calculation assumes that (i) monthly cash
  distributions are reinvested in accordance with the Company's distribution
  reinvestment plan and second amended and restated distribution reinvestment
  plan and (ii) the fractional shares issued pursuant to the distribution
  reinvestment plan and second amended and restated distribution reinvestment
  plan are issued at 95% (from January 1, 2013 through September 30, 2013) and
  90% (from October 1, 2013 through September 30, 2014) of the then public
  offering price on the date of purchase, respectively. The total investment return-net
  asset value does not consider the effect of the sales load from the sale of
  the Company&#8217;s common stock. The total investment return-net asset value
  includes the effect of the issuance of shares at a net offering price that is
  greater than net asset value per share, which causes an increase in net asset
  value per share. Total returns covering less than a full period are not
  annualized.</font></p>
  </td>
 </tr>
<tr style="height:15.0pt;">
  <td nowrap valign=top width=3% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:8.0pt;">(7)</font></sup></p>
  </td>
 <td valign=top width=97% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;">Excluding the expense reimbursements from IIG and the recoupment
  of expense reimbursements during the period, the ratio of net investment
  income (loss) to average net assets would have been 0.73% and (8.21%) for the
  nine months ended September 30, 2014 and 2013, respectively.</font></p>
  </td>
 </tr>
<tr style="height:15.0pt;">
  <td nowrap valign=top width=3% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:8.0pt;">(8)</font></sup></p>
  </td>
 <td valign=top width=97% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;">Operating expenses include all expenses borne by the Company,
  except for organization costs and offering expenses, base management fees,
  incentive fees, administrative services expenses, other general and
  administrative expenses owed to CIM and its affiliates, and interest expense.</font></p>
  </td>
 </tr>
<tr style="height:15.0pt;">
  <td nowrap valign=top width=3% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:8.0pt;">(9)</font></sup></p>
  </td>
 <td valign=top width=97% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;">Portfolio turnover rate is calculated using the lesser of
  year-to-date sales or purchases over the average of the invested assets at
  fair value, excluding short term investments, and is not annualized.</font></p>
  </td>
 </tr>
<tr style="height:15.0pt;">
  <td nowrap valign=top width=3% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:8.0pt;">(10)</font></sup></p>
  </td>
 <td valign=top width=97% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;">Asset coverage ratio is equal to (i) the sum of (a) net assets
  at the end of the period and (b) total senior securities outstanding at the
  end of the period, divided by (ii) total senior securities outstanding at the
  end of the period. For purposes of the asset coverage ratio test applicable
  to the Company as a BDC, the Company treats the outstanding TRS notional
  amount at the end of the period, less the total amount of cash collateral
  posted by Flatiron under the TRS, as a senior security for the life of the
  TRS. </font></p>
  </td>
 </tr>
</table></div>











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</DIV>
<p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Item 2. M<a name=ItemTwo></a><a name="ItemTwo_bclEnd"></a>anagement&#8217;s Discussion and
Analysis of Financial Condition and Results of Operations</font></b></p>

<p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></p>

<p style="margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">As used in this Quarterly Report on Form 10-Q, &#8220;we,&#8221;
&#8220;us,&#8221; &#8220;our&#8221; or similar terms include C&#298;ON Investment Corporation and its
consolidated subsidiaries.</font></p>

<p style="margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:27.0pt;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></p>

<p style="margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The following discussion should be read in conjunction
with our unaudited consolidated financial statements and related notes
appearing elsewhere in this Quarterly Report on Form&nbsp;10-Q and the audited
consolidated financial statements and related notes included in our Annual
Report on Form 10-K for the year ended December 31, 2013. In addition to
historical information, the following discussion and other parts of this
Quarterly Report on Form&nbsp;10-Q contain forward-looking information that
involves risks and uncertainties. </font></p>

<p style="margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:27.0pt;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></p>

<p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Forward-Looking
Statements</font></b></p>

<p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></p>

<p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Some of the
statements within this Quarterly Report on Form 10-Q may constitute
forward-looking statements because they relate to future events or our future
performance or financial condition. The forward-looking statements contained in
this Quarterly Report on Form 10-Q may include statements as to:</font></p>

<p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></p>

<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:1.0pt;">
  <td valign=top width=4% style="height:1.0pt;padding:3.0pt 0in 3.0pt 0in;">&nbsp;</td>
 <td valign=top width=4% style="height:1.0pt;padding:3.0pt 0in 3.0pt 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;">&#8226;</font></p>
  </td>
 <td valign=top width=92% style="height:1.0pt;padding:3.0pt 0in 3.0pt 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;">our future operating
  results;</font></p>
  </td>
 </tr>
<tr style="height:1.0pt;">
  <td valign=top width=4% style="height:1.0pt;padding:3.0pt 0in 3.0pt 0in;">&nbsp;</td>
 <td valign=top width=4% style="height:1.0pt;padding:3.0pt 0in 3.0pt 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;">&#8226;</font></p>
  </td>
 <td valign=top width=92% style="height:1.0pt;padding:3.0pt 0in 3.0pt 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;">our business prospects and the
  prospects of our portfolio companies;</font></p>
  </td>
 </tr>
<tr style="height:1.0pt;">
  <td valign=top width=4% style="height:1.0pt;padding:3.0pt 0in 3.0pt 0in;">&nbsp;</td>
 <td valign=top width=4% style="height:1.0pt;padding:3.0pt 0in 3.0pt 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;">&#8226;</font></p>
  </td>
 <td valign=top width=92% style="height:1.0pt;padding:3.0pt 0in 3.0pt 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;">the impact of the investments
  that we expect to make;</font></p>
  </td>
 </tr>
<tr style="height:1.0pt;">
  <td valign=top width=4% style="height:1.0pt;padding:3.0pt 0in 3.0pt 0in;">&nbsp;</td>
 <td valign=top width=4% style="height:1.0pt;padding:3.0pt 0in 3.0pt 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;">&#8226;</font></p>
  </td>
 <td valign=top width=92% style="height:1.0pt;padding:3.0pt 0in 3.0pt 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;">the ability of our portfolio
  companies to achieve their objectives;</font></p>
  </td>
 </tr>
<tr style="height:1.0pt;">
  <td valign=top width=4% style="height:1.0pt;padding:3.0pt 0in 3.0pt 0in;">&nbsp;</td>
 <td valign=top width=4% style="height:1.0pt;padding:3.0pt 0in 3.0pt 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;">&#8226;</font></p>
  </td>
 <td valign=top width=92% style="height:1.0pt;padding:3.0pt 0in 3.0pt 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;">our current and expected
  financings and investments;</font></p>
  </td>
 </tr>
<tr style="height:1.0pt;">
  <td valign=top width=4% style="height:1.0pt;padding:3.0pt 0in 3.0pt 0in;">&nbsp;</td>
 <td valign=top width=4% style="height:1.0pt;padding:3.0pt 0in 3.0pt 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;">&#8226;</font></p>
  </td>
 <td valign=top width=92% style="height:1.0pt;padding:3.0pt 0in 3.0pt 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;">the adequacy of our cash
  resources, financing sources and working capital;</font></p>
  </td>
 </tr>
<tr style="height:1.0pt;">
  <td valign=top width=4% style="height:1.0pt;padding:3.0pt 0in 3.0pt 0in;">&nbsp;</td>
 <td valign=top width=4% style="height:1.0pt;padding:3.0pt 0in 3.0pt 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;">&#8226;</font></p>
  </td>
 <td valign=top width=92% style="height:1.0pt;padding:3.0pt 0in 3.0pt 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;">the use of borrowed money to
  finance a portion of our investments;</font></p>
  </td>
 </tr>
<tr style="height:1.0pt;">
  <td valign=top width=4% style="height:1.0pt;padding:3.0pt 0in 3.0pt 0in;">&nbsp;</td>
 <td valign=top width=4% style="height:1.0pt;padding:3.0pt 0in 3.0pt 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;">&#8226;</font></p>
  </td>
 <td valign=top width=92% style="height:1.0pt;padding:3.0pt 0in 3.0pt 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;">the timing of cash flows, if
  any, from the operations of our portfolio companies;</font></p>
  </td>
 </tr>
<tr style="height:1.0pt;">
  <td valign=top width=4% style="height:1.0pt;padding:3.0pt 0in 3.0pt 0in;">&nbsp;</td>
 <td valign=top width=4% style="height:1.0pt;padding:3.0pt 0in 3.0pt 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;">&#8226;</font></p>
  </td>
 <td valign=top width=92% style="height:1.0pt;padding:3.0pt 0in 3.0pt 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;">our contractual arrangements
  and relationships with third parties;</font></p>
  </td>
 </tr>
<tr style="height:1.0pt;">
  <td valign=top width=4% style="height:1.0pt;padding:3.0pt 0in 3.0pt 0in;">&nbsp;</td>
 <td valign=top width=4% style="height:1.0pt;padding:3.0pt 0in 3.0pt 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;">&#8226;</font></p>
  </td>
 <td valign=top width=92% style="height:1.0pt;padding:3.0pt 0in 3.0pt 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;">the actual and potential
  conflicts of interest with CIM and Apollo and their respective affiliates;</font></p>
  </td>
 </tr>
<tr style="height:1.0pt;">
  <td valign=top width=4% style="height:1.0pt;padding:3.0pt 0in 3.0pt 0in;">&nbsp;</td>
 <td valign=top width=4% style="height:1.0pt;padding:3.0pt 0in 3.0pt 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;">&#8226;</font></p>
  </td>
 <td valign=top width=92% style="height:1.0pt;padding:3.0pt 0in 3.0pt 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;">the ability of CIM and AIM to
  locate suitable investments for us and the ability of CIM to monitor and
  administer our investments;</font></p>
  </td>
 </tr>
<tr style="height:1.0pt;">
  <td valign=top width=4% style="height:1.0pt;padding:3.0pt 0in 3.0pt 0in;">&nbsp;</td>
 <td valign=top width=4% style="height:1.0pt;padding:3.0pt 0in 3.0pt 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;">&#8226;</font></p>
  </td>
 <td valign=top width=92% style="height:1.0pt;padding:3.0pt 0in 3.0pt 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;">the ability of CIM and AIM and
  their respective affiliates to attract and retain highly talented
  professionals;</font></p>
  </td>
 </tr>
<tr style="height:1.0pt;">
  <td valign=top width=4% style="height:1.0pt;padding:3.0pt 0in 3.0pt 0in;">&nbsp;</td>
 <td valign=top width=4% style="height:1.0pt;padding:3.0pt 0in 3.0pt 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;">&#8226;</font></p>
  </td>
 <td valign=top width=92% style="height:1.0pt;padding:3.0pt 0in 3.0pt 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;">the dependence of our future
  success on the general economy and its impact on the industries in which we
  invest;</font></p>
  </td>
 </tr>
<tr style="height:1.0pt;">
  <td valign=top width=4% style="height:1.0pt;padding:3.0pt 0in 3.0pt 0in;">&nbsp;</td>
 <td valign=top width=4% style="height:1.0pt;padding:3.0pt 0in 3.0pt 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;">&#8226;</font></p>
  </td>
 <td valign=top width=92% style="height:1.0pt;padding:3.0pt 0in 3.0pt 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;">our ability to source
  favorable private investments;</font></p>
  </td>
 </tr>
<tr style="height:1.0pt;">
  <td valign=top width=4% style="height:1.0pt;padding:3.0pt 0in 3.0pt 0in;">&nbsp;</td>
 <td valign=top width=4% style="height:1.0pt;padding:3.0pt 0in 3.0pt 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;">&#8226;</font></p>
  </td>
 <td valign=top width=92% style="height:1.0pt;padding:3.0pt 0in 3.0pt 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;">our tax status;</font></p>
  </td>
 </tr>
<tr style="height:1.0pt;">
  <td valign=top width=4% style="height:1.0pt;padding:3.0pt 0in 3.0pt 0in;">&nbsp;</td>
 <td valign=top width=4% style="height:1.0pt;padding:3.0pt 0in 3.0pt 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;">&#8226;</font></p>
  </td>
 <td valign=top width=92% style="height:1.0pt;padding:3.0pt 0in 3.0pt 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;">the effect of changes to tax
  legislation and our tax position;</font></p>
  </td>
 </tr>
<tr style="height:1.0pt;">
  <td valign=top width=4% style="height:1.0pt;padding:3.0pt 0in 3.0pt 0in;">&nbsp;</td>
 <td valign=top width=4% style="height:1.0pt;padding:3.0pt 0in 3.0pt 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;">&#8226;</font></p>
  </td>
 <td valign=top width=92% style="height:1.0pt;padding:3.0pt 0in 3.0pt 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;">the tax status of the
  companies in which we invest; and</font></p>
  </td>
 </tr>
<tr style="height:1.0pt;">
  <td valign=top width=4% style="height:1.0pt;padding:3.0pt 0in 3.0pt 0in;">&nbsp;</td>
 <td valign=top width=4% style="height:1.0pt;padding:3.0pt 0in 3.0pt 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;">&#8226;</font></p>
  </td>
 <td valign=top width=92% style="height:1.0pt;padding:3.0pt 0in 3.0pt 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;">the timing and amount of
  distributions and dividends from the companies in which we invest.</font></p>
  </td>
 </tr>
</table></div>



<p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></p>

<p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">In addition, words such
as &#8220;anticipate,&#8221; &#8220;believe,&#8221; &#8220;expect&#8221; and &#8220;intend&#8221; indicate a forward-looking
statement, although not all forward-looking statements include these words. The
forward-looking statements contained in this Quarterly Report on Form 10-Q
involve risks and uncertainties. Our actual results could differ materially
from those implied or expressed in the forward-looking statements for any
reason, including the factors set forth in &#8220;Risk Factors&#8221; in Item 1A of Part II
of this Quarterly Report on Form 10-Q. Other factors that could cause actual
results to differ materially include:</font></p>

<p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;">&nbsp;</font></p>

<div align=left><table border=0 cellpadding=0 cellspacing=0 style="width:100%;">
 <tr style="height:6.9pt;">
  <td valign=top width=4% style="height:6.9pt;padding:3.0pt 0in 3.0pt 0in;">&nbsp;</td>
 <td valign=top width=4% style="height:6.9pt;padding:3.0pt 0in 3.0pt 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;">&#8226;</font></p>
  </td>
 <td valign=top width=92% style="height:6.9pt;padding:3.0pt 0in 3.0pt 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;">changes in the economy; </font></p>
  </td>
 </tr>
<tr style="height:1.0pt;">
  <td valign=top width=4% style="height:1.0pt;padding:3.0pt 0in 3.0pt 0in;">&nbsp;</td>
 <td valign=top width=4% style="height:1.0pt;padding:3.0pt 0in 3.0pt 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;">&#8226;</font></p>
  </td>
 <td valign=top width=92% style="height:1.0pt;padding:3.0pt 0in 3.0pt 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;">risks associated with possible
  disruption in our operations or the economy generally due to terrorism or
  natural disasters; and </font></p>
  </td>
 </tr>
<tr>
  <td valign=top width=4% style="padding:3.0pt 0in 3.0pt 0in;">&nbsp;</td>
 <td valign=top width=4% style="padding:3.0pt 0in 3.0pt 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;">&#8226;</font></p>
  </td>
 <td valign=top width=92% style="padding:3.0pt 0in 3.0pt 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;">future changes in laws or
  regulations and conditions in our operating areas. </font></p>
  </td>
 </tr>
</table></div>



<p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face="Times New Roman,serif" lang=EN-US style="font-size:12.0pt;">&#160;&nbsp;</font></p>


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<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-add-space:auto;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

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<p style="border:none;margin:0in;margin-bottom:10.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;"><font face=Calibri,sans-serif style="border:none;mso-bidi-font-family:Arial;mso-fareast-font-family:Calibri;"><font face=Calibri,sans-serif lang=EN-US style="font-size:11.0pt;line-height:115%;">&nbsp;</font></font></p>


</DIV>
<p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160; &nbsp;</font></b></font><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">We have based the forward-looking statements on
information available to us on the date of this Quarterly Report on Form 10-Q.
Except as required by the federal securities laws, we undertake no obligation
to revise or update any forward-looking statements, whether as a result of new
information, future events or otherwise. You are advised to review any
additional disclosures that we may make directly to you or through reports that
we in the future may file with the SEC, including annual reports on Form 10-K,
quarterly reports on Form 10-Q and current reports on Form 8-K. The
forward-looking statements contained in this Quarterly Report on Form 10-Q are
excluded from the safe harbor protection provided by Section 27A of the
Securities Act of 1933, as amended, and Section 21E of the Securities Exchange
Act of 1934, as amended.</font></p>

<p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></p>

<p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Overview</font></b></p>

<p style="margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.25in;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></b></p>

<p style="margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">We were incorporated under the general corporation laws
of the State of Maryland on August 9, 2011 and commenced operations on December
17, 2012 upon raising proceeds of $2,500,000 from persons not affiliated with
us, CIM or Apollo. We are an externally managed, non-diversified closed-end
management investment company that has elected to be regulated as a BDC under
the 1940 Act. We elected to be treated for federal income tax purposes as a
RIC, as defined under Subchapter M of the Code.</font></p>

<p style="margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.25in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></p>

<p style="margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Our investment objective is to generate current income
and, to a lesser extent, capital appreciation for investors. We anticipate that
our portfolio will be comprised primarily of investments in </font><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">senior secured loans and, to a lesser extent, second lien
loans, collateralized loan obligations and long-term subordinated loans,
referred to as mezzanine loans, of private and thinly traded U.S. middle-market
companies.</font><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;"> In connection with our debt investments, we may receive
equity interests such as warrants or options as additional consideration. We
may also purchase minority interests in the form of common or preferred equity
in our target companies, either in conjunction with one of our debt investments
or through a co-investment with a financial sponsor. In addition, a portion of
our portfolio may be comprised of corporate bonds and other debt securities.
However, such investments are not expected to comprise a significant portion of
our portfolio.</font></p>

<p style="margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.25in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></p>

<p style="margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">We are managed by CIM, our affiliate and a registered
investment adviser. CIM oversees the management of our activities and is
responsible for making investment decisions for our portfolio. We and CIM have
engaged AIM to act as our investment sub-adviser. On October 31, 2014, our
board of directors, including a majority of directors who are not interested
persons, approved the renewal of the investment sub-advisory agreement with AIM
for a period of twelve months commencing December 17, 2014.</font></p>

<p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></p>

<p style="margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">We seek to meet our investment objective by utilizing
the experienced management teams of both CIM and AIM, which includes their
access to the relationships and human capital of Apollo, IIG and ICON Capital,
in sourcing, evaluating and structuring transactions. We focus primarily on the
senior secured debt of private and thinly traded U.S. middle-market companies,
which we define as companies that generally possess annual EBITDA of $50
million or less, with experienced management teams, significant free cash flow,
strong competitive positions and potential for growth. </font></p>

<p style="margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></p>

<p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Revenue</font></i></b></p>

<p style="margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:27.0pt;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></p>

<p style="margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">We primarily generate revenue in the form of interest
income on the debt securities that we hold and capital gains on debt or other
equity interests that we acquire in portfolio companies. The majority of our
senior debt investments bear interest at a floating rate. Interest on debt
securities is generally payable quarterly or semiannually. In some cases, some
of our investments may provide for deferred interest payments or PIK interest.
The principal amount of the debt securities and any accrued, but unpaid,
interest generally will become due at the maturity date. In addition, we may
generate revenue in the form of commitment, origination, structuring or
diligence fees, monitoring fees, fees for providing managerial assistance and
possibly consulting fees and performance-based fees. Any such fees generated in
connection with our investments will be recognized when earned.</font></p>

<p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></i></b></p>

<p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Operating Expenses</font></i></b></p>

<p style="margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:27.0pt;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></p>

<p style="margin:0in;margin-bottom:6.0pt;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Our primary operating expenses are the
payment of advisory fees and other expenses under the investment advisory and
administration agreements. Our investment advisory fee compensates CIM for its
work in identifying, evaluating, negotiating, executing, monitoring and
servicing our investments. CIM is responsible for compensating AIM for its
services pursuant to the investment sub-advisory agreement. We bear all other
expenses of our operations and transactions, including, without limitation:</font></p>

<p style="margin:0in;margin-bottom:6.0pt;margin-left:.5in;margin-right:0in;margin-top:0in;text-indent:-.25in;"><font face=Symbol lang=EN-US style="font-size:9.0pt;">&#183;</font><font face="Times New Roman" lang=EN-US style="font-size:7.0pt;">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</font><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">corporate expenses relating to
borrowings and costs associated with the offering of our common stock, subject
to limitations included in the administration agreement;</font></p>

<p style="margin:0in;margin-bottom:6.0pt;margin-left:.5in;margin-right:0in;margin-top:0in;text-indent:-.25in;"><font face=Symbol lang=EN-US style="font-size:9.0pt;">&#183;</font><font face="Times New Roman" lang=EN-US style="font-size:7.0pt;">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</font><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">the costs of calculating our net
asset value, including the cost of any third-party valuation services;</font></p>

<p style="margin:0in;margin-bottom:6.0pt;margin-left:.5in;margin-right:0in;margin-top:0in;text-indent:-.25in;"><font face=Symbol lang=EN-US style="font-size:9.0pt;">&#183;</font><font face="Times New Roman" lang=EN-US style="font-size:7.0pt;">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</font><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">investment advisory fees;</font></p>

<p style="margin:0in;margin-bottom:6.0pt;margin-left:.5in;margin-right:0in;margin-top:0in;text-indent:-.25in;"><font face=Symbol lang=EN-US style="font-size:9.0pt;">&#183;</font><font face="Times New Roman" lang=EN-US style="font-size:7.0pt;">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</font><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">fees payable to third parties
relating to, or associated with, making, monitoring and disposing of
investments and valuing investments and enforcing our contractual rights,
including fees and expenses associated with performing due diligence reviews of
prospective investments;</font></p>

<p style="margin:0in;margin-bottom:6.0pt;margin-left:.5in;margin-right:0in;margin-top:0in;text-indent:-.25in;"><font face=Symbol lang=EN-US style="font-size:9.0pt;">&#183;</font><font face="Times New Roman" lang=EN-US style="font-size:7.0pt;">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</font><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">transfer agent and custodial fees;</font></p>

<p style="margin:0in;margin-bottom:6.0pt;margin-left:.5in;margin-right:0in;margin-top:0in;text-indent:-.25in;"><font face=Symbol lang=EN-US style="font-size:9.0pt;">&#183;</font><font face="Times New Roman" lang=EN-US style="font-size:7.0pt;">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</font><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">fees and expenses associated with
our marketing efforts;</font></p>

<p style="margin:0in;margin-bottom:6.0pt;margin-left:.5in;margin-right:0in;margin-top:0in;text-indent:-.25in;"><font face=Symbol lang=EN-US style="font-size:9.0pt;">&#183;</font><font face="Times New Roman" lang=EN-US style="font-size:7.0pt;">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</font><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">interest payable on debt, if any,
incurred to finance our investments;</font></p>

<p style="margin:0in;margin-bottom:6.0pt;margin-left:.5in;margin-right:0in;margin-top:0in;text-indent:-.25in;"><font face=Symbol lang=EN-US style="font-size:9.0pt;">&#183;</font><font face="Times New Roman" lang=EN-US style="font-size:7.0pt;">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</font><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">federal and state registration
fees;</font></p>


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<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-add-space:auto;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">38</font></font></p>


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<p style="border:none;margin:0in;margin-bottom:10.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;"><font face=Calibri,sans-serif style="border:none;mso-bidi-font-family:Arial;mso-fareast-font-family:Calibri;"><font face=Calibri,sans-serif lang=EN-US style="font-size:11.0pt;line-height:115%;">&nbsp;</font></font></p>


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<p style="margin:0in;margin-bottom:6.0pt;margin-left:.5in;margin-right:0in;margin-top:0in;text-indent:-.25in;"><font face=Symbol lang=EN-US style="font-size:9.0pt;">&#183;</font><font face="Times New Roman" lang=EN-US style="font-size:7.0pt;">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</font><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">federal, state and local taxes;</font></p>

<p style="margin:0in;margin-bottom:6.0pt;margin-left:.5in;margin-right:0in;margin-top:0in;text-indent:-.25in;"><font face=Symbol lang=EN-US style="font-size:9.0pt;">&#183;</font><font face="Times New Roman" lang=EN-US style="font-size:7.0pt;">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</font><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">independent directors&#8217; fees and
expenses;</font></p>

<p style="margin:0in;margin-bottom:6.0pt;margin-left:.5in;margin-right:0in;margin-top:0in;text-indent:-.25in;"><font face=Symbol lang=EN-US style="font-size:9.0pt;">&#183;</font><font face="Times New Roman" lang=EN-US style="font-size:7.0pt;">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</font><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">costs of proxy statements, tender
offer materials, shareholders&#8217; reports and notices;</font></p>

<p style="margin:0in;margin-bottom:6.0pt;margin-left:.5in;margin-right:0in;margin-top:0in;text-indent:-.25in;"><font face=Symbol lang=EN-US style="font-size:9.0pt;">&#183;</font><font face="Times New Roman" lang=EN-US style="font-size:7.0pt;">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</font><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">fidelity bond, directors and
officers/errors and omissions liability insurance and other insurance premiums;</font></p>

<p style="margin:0in;margin-bottom:6.0pt;margin-left:.5in;margin-right:0in;margin-top:0in;text-indent:-.25in;"><font face=Symbol lang=EN-US style="font-size:9.0pt;">&#183;</font><font face="Times New Roman" lang=EN-US style="font-size:7.0pt;">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</font><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">direct costs such as printing,
mailing, long distance telephone and staff;</font></p>

<p style="margin:0in;margin-bottom:6.0pt;margin-left:.5in;margin-right:0in;margin-top:0in;text-indent:-.25in;"><font face=Symbol lang=EN-US style="font-size:9.0pt;">&#183;</font><font face="Times New Roman" lang=EN-US style="font-size:7.0pt;">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</font><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">fees and expenses associated with
independent audits and outside legal costs, including compliance with the
Sarbanes-Oxley Act of 2002;</font></p>

<p style="margin:0in;margin-bottom:6.0pt;margin-left:.5in;margin-right:0in;margin-top:0in;text-indent:-.25in;"><font face=Symbol lang=EN-US style="font-size:9.0pt;">&#183;</font><font face="Times New Roman" lang=EN-US style="font-size:7.0pt;">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</font><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">costs associated with our reporting
and compliance obligations under the 1940 Act and applicable federal and state
securities laws;</font></p>

<p style="margin:0in;margin-bottom:6.0pt;margin-left:.5in;margin-right:0in;margin-top:0in;text-indent:-.25in;"><font face=Symbol lang=EN-US style="font-size:9.0pt;">&#183;</font><font face="Times New Roman" lang=EN-US style="font-size:7.0pt;">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</font><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">brokerage commissions for our
investments; and</font></p>

<p style="margin:0in;margin-bottom:6.0pt;margin-left:.5in;margin-right:0in;margin-top:0in;text-indent:-.25in;"><font face=Symbol lang=EN-US style="font-size:9.0pt;">&#183;</font><font face="Times New Roman" lang=EN-US style="font-size:7.0pt;">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</font><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">all other expenses incurred by CIM,
AIM or us in connection with administering our business, including expenses
incurred by CIM or AIM in performing its obligations, and the reimbursement of
the compensation of our chief financial officer and chief compliance officer
and their respective staffs paid by CIM, to the extent that they are not a
person with a controlling interest in CIM or any of its affiliates, in each case
subject to the limitations included in the investment advisory and
administration agreements, as applicable.</font></p>

<p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></b></p>

<p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Portfolio Investment Activity for the Three Months
Ended September 30, 2014 and 2013</font></b></p>

<p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></p>

<p style="margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The following table summarizes our investment activity,
excluding short term investments, for the three months ended September 30, 2014
and 2013:</font></p>

<p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;">&nbsp;</font></p>

<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:12.0pt;">
  <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=20% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=17 valign=bottom width=77% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Three Months Ended September 30, </font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=20% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=8 valign=bottom width=38% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2014</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=8 valign=bottom width=38% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2013</font></b></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td colspan=2 valign=bottom width=22% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net Investment Activity</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=12% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Investment Portfolio</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=12% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total Return Swap</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=12% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=12% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Investment Portfolio</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=12% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total Return Swap</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=12% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total</font></b></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td colspan=2 valign=bottom width=22% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Purchases and
  drawdowns</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=20% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Senior secured
  term loans - first lien</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">36,003,406 </font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">143,095,759 </font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">179,099,165 </font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">18,136,435 </font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">49,172,156 </font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">67,308,591 </font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=20% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Senior secured
  term loans - second lien</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">109,171,425 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">10,334,728 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">119,506,153 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,073,074 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">7,119,835 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">8,192,909 </font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=20% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Collateralized
  securities</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=20% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Subordinated
  unsecured term loans</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">498,750 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">498,750 </font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td colspan=2 valign=bottom width=22% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Sales and
  principal repayments</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(75,405,566)</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(63,894,918)</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(139,300,484)</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(763,451)</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(22,737,657)</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(23,501,108)</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td colspan=2 valign=bottom width=22% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net portfolio
  activity</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">69,769,265 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">89,535,569 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">159,304,834 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">18,446,058 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">34,053,084 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">52,499,142 </font></p>
  </td>
 </tr>
</table></div>




<DIV bclFooter>


<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-add-space:auto;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">39</font></font></p>


</DIV>
</DIV><HR noshade STYLE="page-break-after: always" align="center" width="100%" size=2><a name="page_42"></a><DIV bclPageBorder STYLE="PADDING-TOP: 0in; PADDING-BOTTOM: 0in; WIDTH: 100%; PADDING-RIGHT: 0in; PADDING-LEFT: 0in">

<DIV bclHeader>


<p style="border:none;margin:0in;margin-bottom:10.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;"><font face=Calibri,sans-serif style="border:none;mso-bidi-font-family:Arial;mso-fareast-font-family:Calibri;"><font face=Calibri,sans-serif lang=EN-US style="font-size:11.0pt;line-height:115%;">&nbsp;</font></font></p>


</DIV>
<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The following table summarizes the composition of our investment
portfolio at amortized cost and fair value and our underlying TRS loans
portfolio at notional amount and fair value as of September 30, 2014 and
December 31, 2013:</font></font></p>

<p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;">&nbsp;</font></p>

<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:12.0pt;">
  <td valign=bottom width=18% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=23 valign=bottom width=81% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">September 30, 2014</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td valign=bottom width=18% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=7 valign=bottom width=26% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Investment Portfolio</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=7 valign=bottom width=27% style="border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Total Return Swap</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=7 valign=bottom width=26% style="border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Total</font></b></p>
  </td>
 </tr>
<tr style="height:9.0pt;">
  <td nowrap valign=bottom width=18% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=9% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Investments Amortized</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Cost<sup>(1)</sup></font></b></p>
  </td>
 <td valign=bottom width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=9% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Investments Fair</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Value</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=6% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Percentage&nbsp;of</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Investment</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Portfolio</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=9% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Notional Amount of Underlying TRS Loans</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=9% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Fair Value of Underlying TRS Loans</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=7% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Percentage&nbsp;of Underlying TRS Loans</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=9% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Amortized Cost/</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Notional Amount</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=9% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Fair Value</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=6% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Percentage</font></b></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=18% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Senior secured
  term loans - first lien</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:11.25pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">66,322,355 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:11.25pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">66,855,635 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">24.0%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:11.25pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">330,484,763 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:11.25pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">331,536,613 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">90.8%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:11.25pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">396,807,118 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:11.25pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">398,392,248 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">61.9%</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=18% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Senior secured
  term loans - second lien</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:11.25pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">180,478,881 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:11.25pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">181,249,221 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">65.2%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:11.25pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">35,026,212 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:11.25pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">33,633,504 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">9.2%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:11.25pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">215,505,093 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:11.25pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">214,882,725 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">33.4%</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td valign=bottom width=18% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Collateralized
  securities</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">30,625,169 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">30,009,990 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=6% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">10.8%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">&#160;- &nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">&#160;- &nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">&#160;- &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">30,625,169 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">30,009,990 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=6% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">4.7%</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td valign=bottom width=18% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Subtotal/total
  percentage</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;height:11.25pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">277,426,405 </font></b></p>
  </td>
 <td valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;height:11.25pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">278,114,846 </font></b></p>
  </td>
 <td valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=6% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">100.0%</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;height:11.25pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">365,510,975 </font></b></p>
  </td>
 <td valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;height:11.25pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">365,170,117 </font></b></p>
  </td>
 <td valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=7% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">100.0%</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;height:11.25pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">642,937,380 </font></b></p>
  </td>
 <td valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;height:11.25pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">643,284,963 </font></b></p>
  </td>
 <td valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=6% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">100.0%</font></b></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td valign=bottom width=18% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Short term
  investments<sup>(2)</sup></font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">34,061,902 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">34,061,902 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=6% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">&#160;- &nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">&#160;- &nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=7% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">34,061,902 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">34,061,902 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=6% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td valign=bottom width=18% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Total
  investments</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">311,488,307 </font></b></p>
  </td>
 <td valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">312,176,748 </font></b></p>
  </td>
 <td valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=6% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">365,510,975 </font></b></p>
  </td>
 <td valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">365,170,117 </font></b></p>
  </td>
 <td valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=7% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">676,999,282 </font></b></p>
  </td>
 <td valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">677,346,865 </font></b></p>
  </td>
 <td valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=6% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td valign=bottom width=18% style="height:11.25pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=7% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=7% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=6% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=7% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=7% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=7% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=7% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=7% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=6% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=4 nowrap valign=bottom width=28% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Number of
  portfolio companies</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">49</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">64</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">99<sup>(3)</sup></font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=4 nowrap valign=bottom width=28% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Average annual
  EBITDA of portfolio companies</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=3 nowrap valign=bottom width=14% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">$57.9 million</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=3 nowrap valign=bottom width=15% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">$104.2 million</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=3 nowrap valign=bottom width=14% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">$85.5 million</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=4 nowrap valign=bottom width=28% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Median annual
  EBITDA of portfolio companies</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=3 nowrap valign=bottom width=14% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">$57.6 million</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=3 nowrap valign=bottom width=15% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">$62.0 million</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=3 nowrap valign=bottom width=14% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">$58.7 million</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=4 nowrap valign=bottom width=28% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Purchased at a
  weighted average price of par</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">98.42%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">99.38%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">98.96%</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=7 nowrap valign=bottom width=38% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Gross annual
  portfolio yield based upon the purchase price<sup>(4)</sup></font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">8.80%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">6.53%<sup>(5)</sup></font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">7.51%</font></p>
  </td>
 </tr>
<tr style="height:8.25pt;">
  <td nowrap valign=bottom width=18% style="border:none;border-bottom:solid black 1.0pt;height:8.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:8.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:8.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:8.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:8.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:8.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:8.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:8.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:8.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:8.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:8.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:8.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:8.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:8.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:8.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:8.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:8.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:8.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:8.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:8.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:8.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:8.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:8.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:8.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:8.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;">&nbsp;</font></p>
  </td>
 </tr>
</table></div>



<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:12.0pt;">
  <td valign=top width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">(1)</font></sup></p>
  </td>
 <td valign=top width=97% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Amortized cost represents the original cost adjusted for the
  amortization of premiums and/or accretion of discounts, as applicable, on our
  investments.</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td valign=top width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">(2)</font></sup></p>
  </td>
 <td valign=top width=97% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Short term investments represent an investment in a fund that
  invests in highly liquid investments with original maturity dates of three
  months or less.</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td valign=top width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">(3)</font></sup></p>
  </td>
 <td valign=top width=97% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">The sum of investment portfolio and TRS portfolio companies does
  not equal the total number of portfolio companies. This is due to 14
  portfolio companies being in both the investment and TRS portfolios.</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td valign=top width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">(4)</font></sup></p>
  </td>
 <td valign=top width=97% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">The portfolio yield does not represent an actual investment
  return to shareholders.</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td valign=top width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">(5)</font></sup></p>
  </td>
 <td valign=top width=97% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">The portfolio yield for underlying TRS loans is determined
  without giving consideration to leverage.</font></p>
  </td>
 </tr>
</table></div>



<p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;">&nbsp;</font></p>

<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:9.75pt;">
  <td valign=bottom width=18% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=23 valign=bottom width=81% style="border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">December 31, 2013</font></b></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td valign=bottom width=18% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=7 valign=bottom width=26% style="border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Investment Portfolio</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=7 valign=bottom width=27% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Total Return Swap</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=7 valign=bottom width=26% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Total</font></b></p>
  </td>
 </tr>
<tr style="height:9.0pt;">
  <td nowrap valign=bottom width=18% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=9% style="border:none;border-bottom:solid black 1.0pt;height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Investments Amortized</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Cost<sup>(1)</sup></font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=9% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Investments Fair</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Value</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=6% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Percentage&nbsp;of</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Investment</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Portfolio</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=9% style="border:none;border-bottom:solid black 1.0pt;height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Notional Amount of Underlying TRS Loans</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=9% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Fair Value of Underlying TRS Loans</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=7% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Percentage&nbsp;of Underlying TRS Loans</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=9% style="border:none;border-bottom:solid black 1.0pt;height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Amortized Cost/</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Notional Amount<sup>(1)</sup></font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=9% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Fair Value</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=6% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Percentage</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td valign=bottom width=18% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Senior secured
  term loans - first lien</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">61,095,685 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">61,787,430 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=6% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">66.4%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">128,420,410 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">129,609,512 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=7% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">86.6%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">189,516,095 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">191,396,942 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=6% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">78.8%</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=18% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Senior secured
  term loans - second lien</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:12.0pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">22,189,331 </font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:12.0pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">22,552,214 </font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=6% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">24.2%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:12.0pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">19,779,527 </font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:12.0pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">20,139,042 </font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=7% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">13.4%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:12.0pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">41,968,858 </font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:12.0pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">42,691,256 </font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=6% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">17.6%</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td valign=bottom width=18% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Collateralized
  securities</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">8,746,000 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">8,795,600 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=6% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">9.4%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">&#160;- &nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">&#160;- &nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">&#160;- &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">8,746,000 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">8,795,600 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=6% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">3.6%</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td valign=bottom width=18% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Subtotal/total
  percentage</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;height:12.0pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">92,031,016 </font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;height:12.0pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">93,135,244 </font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=6% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">100.0%</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;height:12.0pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">148,199,937 </font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;height:12.0pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">149,748,554 </font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=7% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">100.0%</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;height:12.0pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">240,230,953 </font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;height:12.0pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">242,883,798 </font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=6% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">100.0%</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td valign=bottom width=18% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Short term
  investments<sup>(2)</sup></font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">11,383,669 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">11,383,669 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=6% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">&#160;- &nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">&#160;- &nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=7% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">11,383,669 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">11,383,669 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=6% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td valign=bottom width=18% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Total
  investments</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">103,414,685 </font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">104,518,913 </font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=6% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">148,199,937 </font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">149,748,554 </font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=7% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">251,614,622 </font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">254,267,467 </font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=6% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td valign=bottom width=18% style="height:12.0pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=7% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=7% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=6% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=7% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=7% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=7% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=7% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=7% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=6% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=4 nowrap valign=bottom width=28% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Number of
  portfolio companies</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">39</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">62</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">91<sup>(3)</sup></font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=4 nowrap valign=bottom width=28% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Average annual
  EBITDA of portfolio companies</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=3 nowrap valign=bottom width=14% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">$50.8 million</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=3 nowrap valign=bottom width=15% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">$157.0 million</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=3 nowrap valign=bottom width=14% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">$120.2 million</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=4 nowrap valign=bottom width=28% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Median annual
  EBITDA of portfolio companies</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=3 nowrap valign=bottom width=14% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">$47.7 million</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=3 nowrap valign=bottom width=15% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">$102.7 million</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=3 nowrap valign=bottom width=14% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">$72.9 million</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=4 nowrap valign=bottom width=28% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Purchased at a weighted
  average price of par</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">98.57%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">99.09%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">98.89%</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=7 nowrap valign=bottom width=38% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Gross annual
  portfolio yield based upon the purchase price<sup>(4)</sup></font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">7.86%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">6.71%<sup>(5)</sup></font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">7.15%</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=18% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 </tr>
</table></div>



<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:12.0pt;">
  <td valign=top width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">(1)</font></sup></p>
  </td>
 <td valign=top width=97% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Amortized cost
  represents the original cost adjusted for the amortization of premiums and/or
  accretion of discounts, as applicable, on our investments.</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td valign=top width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">(2)</font></sup></p>
  </td>
 <td valign=top width=97% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Short term
  investments represent an investment in a fund that invests in highly liquid investments
  with original maturity dates of three months or less.</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td valign=top width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">(3)</font></sup></p>
  </td>
 <td valign=top width=97% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">The sum of investment portfolio and TRS portfolio companies does
  not equal the total number of portfolio companies. This is due to ten
  portfolio companies being in both the investment and TRS portfolios.</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td valign=top width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">(4)</font></sup></p>
  </td>
 <td valign=top width=97% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">The portfolio
  yield does not represent an actual investment return to shareholders.</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td valign=top width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">(5)</font></sup></p>
  </td>
 <td valign=top width=97% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">The portfolio yield for underlying TRS loans is determined
  without giving consideration to leverage.</font></p>
  </td>
 </tr>
</table></div>




<DIV bclFooter>


<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-add-space:auto;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">40</font></font></p>


</DIV>
</DIV><HR noshade STYLE="page-break-after: always" align="center" width="100%" size=2><a name="page_43"></a><DIV bclPageBorder STYLE="PADDING-TOP: 0in; PADDING-BOTTOM: 0in; WIDTH: 100%; PADDING-RIGHT: 0in; PADDING-LEFT: 0in">

<DIV bclHeader>


<p style="border:none;margin:0in;margin-bottom:10.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;"><font face=Calibri,sans-serif style="border:none;mso-bidi-font-family:Arial;mso-fareast-font-family:Calibri;"><font face=Calibri,sans-serif lang=EN-US style="font-size:11.0pt;line-height:115%;">&nbsp;</font></font></p>


</DIV>
<p style="border:none;margin:0in;margin-bottom:.0001pt;margin-top:12.0pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The following table summarizes the
composition of our investment portfolio and our underlying TRS loans portfolio by
the type of interest rate as of September 30, 2014 and December 31, 2013,
excluding short term investments of $34,061,902 and $11,383,669, respectively:</font></font></p>

<p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;">&nbsp;</font></p>

<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:12.0pt;">
  <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=15% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=23 valign=bottom width=81% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">September 30, 2014</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=15% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=7 valign=bottom width=26% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Investment Portfolio</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=7 valign=bottom width=27% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Total Return Swap</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=7 valign=bottom width=26% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Total</font></b></p>
  </td>
 </tr>
<tr style="height:21.0pt;">
  <td colspan=2 nowrap valign=bottom width=18% style="border:none;border-bottom:solid black 1.0pt;height:21.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Interest Rate
  Allocation</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:21.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=9% style="border:none;border-bottom:solid black 1.0pt;height:21.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Investments Amortized</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Cost</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:21.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=9% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:21.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Investments Fair</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Value</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:21.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=6% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:21.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Percentage&nbsp;of</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Investment</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Portfolio</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:21.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=9% style="border:none;border-bottom:solid black 1.0pt;height:21.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Notional Amount of Underlying TRS Loans</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:21.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=9% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:21.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Fair Value of Underlying TRS Loans</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:21.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=7% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:21.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Percentage&nbsp;of Underlying TRS Loans</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:21.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=9% style="border:none;border-bottom:solid black 1.0pt;height:21.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Amortized Cost/</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Notional Amount</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:21.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=9% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:21.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Fair Value</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:21.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=6% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:21.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Percentage</font></b></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=2 valign=bottom width=18% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Floating
  interest rate investments</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:11.25pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">274,437,049 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:11.25pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">275,059,621 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">98.9%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:11.25pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">365,510,975 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:11.25pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">365,170,117 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">100.0%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:11.25pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">639,948,024 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:11.25pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">640,229,738 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">99.5%</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=2 valign=bottom width=18% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Fixed interest
  rate investments</font></p>
  </td>
 <td valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">2,989,356 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">3,055,225 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">1.1%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">&#160;-&#160;&#160; &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">&#160;-&#160;&#160; &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">&#160;-&#160;&#160; &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">2,989,356 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">3,055,225 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">0.5%</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=2 valign=bottom width=18% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Total
  investments</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">277,426,405 </font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">278,114,846 </font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">100.0%</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">365,510,975 </font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">365,170,117 </font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">100.0%</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">642,937,380 </font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">643,284,963 </font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">100.0%</font></b></p>
  </td>
 </tr>
</table></div>



<p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;">&nbsp;</font></p>

<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:12.0pt;">
  <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=13% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=23 valign=bottom width=83% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">December 31, 2013</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=13% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=7 valign=bottom width=27% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Investment Portfolio</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=7 valign=bottom width=27% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Total Return Swap</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=7 valign=bottom width=27% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Total</font></b></p>
  </td>
 </tr>
<tr style="height:19.5pt;">
  <td colspan=2 nowrap valign=bottom width=16% style="border:none;border-bottom:solid black 1.0pt;height:19.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Interest Rate
  Allocation</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:19.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=9% style="border:none;border-bottom:solid black 1.0pt;height:19.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Investments Amortized</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Cost</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:19.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=9% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:19.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Investments Fair</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Value</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:19.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=7% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:19.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Percentage&nbsp;of</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Investment</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Portfolio</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:19.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=9% style="border:none;border-bottom:solid black 1.0pt;height:19.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Notional Amount of Underlying TRS Loans</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:19.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=9% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:19.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Fair Value of Underlying TRS Loans</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:19.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=7% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:19.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Percentage&nbsp;of Underlying TRS Loans</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:19.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=9% style="border:none;border-bottom:solid black 1.0pt;height:19.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Amortized Cost/</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Notional Amount</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:19.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=9% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:19.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Fair Value</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:19.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=7% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:19.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Percentage</font></b></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=2 valign=bottom width=16% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Floating
  interest rate investments</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">92,031,016 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">93,135,244 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">100.0%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">148,199,937 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">149,748,554 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">100.0%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">240,230,953 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">242,883,798 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">100.0%</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=2 valign=bottom width=16% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Fixed interest
  rate investments</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">&#160;- &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">&#160;- &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">&#160;- &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">&#160;- &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">&#160;- &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">&#160;- &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">&#160;- &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">&#160;- &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">&#160;- &nbsp;</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=2 valign=bottom width=16% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Total
  investments</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">92,031,016 </font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">93,135,244 </font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">100.0%</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">148,199,937 </font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">149,748,554 </font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">100.0%</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">240,230,953 </font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">242,883,798 </font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">100.0%</font></b></p>
  </td>
 </tr>
</table></div>




<DIV bclFooter>


<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-add-space:auto;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">41</font></font></p>


</DIV>
</DIV><HR noshade STYLE="page-break-after: always" align="center" width="100%" size=2><a name="page_44"></a><DIV bclPageBorder STYLE="PADDING-TOP: 0in; PADDING-BOTTOM: 0in; WIDTH: 100%; PADDING-RIGHT: 0in; PADDING-LEFT: 0in">

<DIV bclHeader>


<p style="border:none;margin:0in;margin-bottom:10.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;"><font face=Calibri,sans-serif style="border:none;mso-bidi-font-family:Arial;mso-fareast-font-family:Calibri;"><font face=Calibri,sans-serif lang=EN-US style="font-size:11.0pt;line-height:115%;">&nbsp;</font></font></p>


</DIV>
<p style="border:none;margin:0in;margin-bottom:10.0pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;"></font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The following table
shows the composition of our investment portfolio and our underlying TRS loans
portfolio by industry classification and the percentage, by fair value, of the
total assets in such industries as of September 30, 2014 and December 31, 2013:</font></font></p>

<p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;">&nbsp;</font></p>

<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:12.0pt;">
  <td valign=bottom width=24% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=14 valign=bottom width=74% style="background:white;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">September 30, 2014</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td valign=bottom width=24% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=4 valign=bottom width=24% style="background:white;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Investment Portfolio</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=4 valign=bottom width=23% style="background:white;border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Total Return Swap</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=4 valign=bottom width=23% style="background:white;border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Total</font></b></p>
  </td>
 </tr>
<tr style="height:25.5pt;">
  <td valign=bottom width=24% style="background:white;border:none;border-bottom:solid black 1.0pt;height:25.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Industry
  Classification</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:white;height:25.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=13% style="background:white;border:none;border-bottom:solid black 1.0pt;height:25.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Investments Fair Value</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:white;border:none;border-top:solid black 1.0pt;height:25.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=9% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:25.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Percentage&nbsp;of</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Investment Portfolio</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:25.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=12% style="background:white;border:none;border-bottom:solid black 1.0pt;height:25.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Fair Value of</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Underlying</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">TRS Loans</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:white;border:none;border-top:solid black 1.0pt;height:25.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=9% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:25.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Percentage&nbsp;of</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Underlying</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">TRS Loans</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:25.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=12% style="background:white;border:none;border-bottom:solid black 1.0pt;height:25.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Fair Value</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:white;border:none;border-top:solid black 1.0pt;height:25.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=9% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:25.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Percentage</font></b></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=bottom width=24% style="background:#B7DEE8;border:none;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Services:
  Business</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">59,631,040</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;border:none;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">21.4%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">40,667,285</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;border:none;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">11.1%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">100,298,325</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;border:none;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">15.6%</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=bottom width=24% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">High Tech
  Industries</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">42,378,378</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">15.2%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">15,270,400</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">4.2%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">57,648,778</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">9.0%</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=bottom width=24% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Healthcare &amp;
  Pharmaceuticals</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">10,701,910</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">3.8%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">38,257,170</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">10.5%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">48,959,080</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">7.6%</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=bottom width=24% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Beverage, Food
  &amp; Tobacco</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">35,248,770</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">12.7%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">4,300,246</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">1.2%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">39,549,016</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">6.2%</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=bottom width=24% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Consumer Goods:
  Durable</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">&#160;- &nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">34,923,833</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">9.6%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">34,923,833</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">5.4%</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=bottom width=24% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Construction
  &amp; Building</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">6,174,922</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">2.2%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">28,116,307</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">7.7%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">34,291,229</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">5.3%</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=bottom width=24% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Banking,
  Finance, Insurance &amp; Real Estate</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">845,460</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">0.3%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">31,383,521</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">8.6%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">32,228,981</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">5.0%</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=bottom width=24% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Chemicals,
  Plastics &amp; Rubber</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">9,260,946</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">3.3%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">22,548,364</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">6.2%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">31,809,310</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">4.9%</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=bottom width=24% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Retail</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">&#160;- &nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">31,056,358</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">8.5%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">31,056,358</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">4.8%</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=bottom width=24% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Automotive</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">21,610,371</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">7.8%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">9,445,164</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">2.6%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">31,055,535</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">4.8%</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=bottom width=24% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Diversified
  Financials</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">30,009,990</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">10.8%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">&#160;- &nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">30,009,990</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">4.7%</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=bottom width=24% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Media:
  Advertising, Printing &amp; Publishing</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">20,692,426</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">7.5%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">7,125,796</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">1.9%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">27,818,222</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">4.3%</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=bottom width=24% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Energy: Oil
  &amp; Gas</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">1,449,195</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">0.6%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">23,656,099</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">6.5%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">25,105,294</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">3.9%</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=bottom width=24% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Capital
  Equipment</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">3,955,125</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">1.4%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">13,702,921</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">3.7%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">17,658,046</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">2.7%</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=bottom width=24% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Media:
  Diversified &amp; Production</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">6,518,182</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">2.3%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">8,909,181</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">2.4%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">15,427,363</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">2.4%</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=bottom width=24% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Media:
  Broadcasting &amp; Subscription</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">2,089,052</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">0.8%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">13,025,885</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">3.6%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">15,114,937</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">2.4%</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=bottom width=24% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Consumer Goods:
  Non-Durable</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">2,067,998</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">0.7%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">11,844,897</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">3.2%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">13,912,895</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">2.2%</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=bottom width=24% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Telecommunications</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">4,477,500</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">1.6%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">8,418,459</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">2.3%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">12,895,959</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">2.0%</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=bottom width=24% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Aerospace &amp;
  Defense</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">1,440,381</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">0.5%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">10,349,846</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">2.8%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">11,790,227</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">1.8%</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=bottom width=24% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Containers,
  Packaging &amp; Glass</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">7,506,000</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">2.7%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">2,455,610</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">0.7%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">9,961,610</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">1.6%</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=bottom width=24% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Services:
  Consumer</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">800,000</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">0.3%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">7,409,203</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">2.0%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">8,209,203</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">1.3%</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=bottom width=24% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Hotel, Gaming
  &amp; Leisure</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">6,282,200</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">2.3%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">1,371,079</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">0.4%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">7,653,279</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">1.2%</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=bottom width=24% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Environmental
  Industries</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">4,975,000</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">1.8%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">&#160;- &nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">4,975,000</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">0.8%</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=bottom width=24% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Forest Products
  &amp; Paper</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">&#160;- &nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">932,493</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">0.3%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">932,493</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">0.1%</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=bottom width=24% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Subtotal/total
  percentage</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">278,114,846</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">100.0%</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">365,170,117</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">100.0%</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">643,284,963</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">100.0%</font></b></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=bottom width=24% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">U.S. Treasury
  Securities</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">34,061,902</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="border:none;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">&#160;- &nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="border:none;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">34,061,902</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="border:none;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td valign=bottom width=24% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Total investments</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">312,176,748</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">365,170,117</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">677,346,865</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 </tr>
</table></div>




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</DIV>

<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:12.0pt;">
  <td valign=bottom width=23% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=14 valign=bottom width=75% style="background:white;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">December 31, 2013</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td valign=bottom width=23% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=4 valign=bottom width=24% style="background:white;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Investment Portfolio</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=4 valign=bottom width=24% style="background:white;border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Total Return Swap</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=4 valign=bottom width=23% style="background:white;border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Total</font></b></p>
  </td>
 </tr>
<tr style="height:21.0pt;">
  <td valign=bottom width=23% style="background:white;border:none;border-bottom:solid black 1.0pt;height:21.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Industry
  Classification</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:white;height:21.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=12% style="background:white;border:none;border-bottom:solid black 1.0pt;height:21.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Investments Fair Value</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:white;border:none;border-top:solid black 1.0pt;height:21.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=10% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:21.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Percentage&nbsp;of</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Investment Portfolio</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:21.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=12% style="background:white;border:none;border-bottom:solid black 1.0pt;height:21.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Fair Value of</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Underlying</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">TRS Loans</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:white;border:none;border-top:solid black 1.0pt;height:21.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=10% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:21.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Percentage&nbsp;of</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Underlying</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">TRS Loans</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:21.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=12% style="background:white;border:none;border-bottom:solid black 1.0pt;height:21.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Fair Value</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:white;border:none;border-top:solid black 1.0pt;height:21.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=9% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:21.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Percentage</font></b></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=bottom width=23% style="background:#B7DEE8;border:none;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Healthcare &amp;
  Pharmaceuticals</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">8,968,804</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="background:#B7DEE8;border:none;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">9.6%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">28,520,188</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="background:#B7DEE8;border:none;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">19.0%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">37,488,992</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;border:none;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">15.4%</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=bottom width=23% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Services:
  Business</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">15,754,714</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">16.9%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">21,710,669</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">14.5%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">37,465,383</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">15.4%</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=bottom width=23% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Chemicals,
  Plastics &amp; Rubber</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">6,797,514</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">7.3%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">12,767,942</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">8.5%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">19,565,456</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">8.1%</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=bottom width=23% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Consumer Goods:
  Non-Durable</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">9,527,245</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">10.2%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">8,353,950</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">5.7%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">17,881,195</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">7.5%</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=bottom width=23% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Banking,
  Finance, Insurance &amp; Real Estate</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">2,427,410</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">2.6%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">15,399,479</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">10.3%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">17,826,889</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">7.3%</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=bottom width=23% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Media:
  Broadcasting &amp; Subscription</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">3,544,422</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">3.8%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">9,713,966</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">6.5%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">13,258,388</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">5.5%</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=bottom width=23% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Energy: Oil
  &amp; Gas</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">3,629,300</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">3.9%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">6,286,404</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">4.2%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">9,915,704</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">4.1%</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=bottom width=23% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Telecommunications</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">3,973,040</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">4.3%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">5,502,732</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">3.7%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">9,475,772</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">3.9%</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=bottom width=23% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Diversified
  Financials</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">8,795,600</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">9.4%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">&#160;- &nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">&#160;- &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">8,795,600</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">3.6%</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=bottom width=23% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Beverage, Food
  &amp; Tobacco</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">&#160;- &nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">&#160;- &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">8,597,752</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">5.7%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">8,597,752</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">3.5%</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=bottom width=23% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Aerospace &amp;
  Defense</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">1,463,701</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">1.6%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">6,796,190</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">4.5%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">8,259,891</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">3.4%</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=bottom width=23% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Services:
  Consumer</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">5,628,126</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">6.0%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">1,965,000</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">1.3%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">7,593,126</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">3.1%</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=bottom width=23% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Automotive</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">7,473,560</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">8.0%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">&#160;- &nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">&#160;- &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">7,473,560</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">3.1%</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=bottom width=23% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">High Tech
  Industries</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">2,876,400</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">3.1%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">4,353,293</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">2.9%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">7,229,693</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">3.0%</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=bottom width=23% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Retail</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">&#160;- &nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">&#160;- &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">6,661,756</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">4.4%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">6,661,756</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">2.7%</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=bottom width=23% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Containers,
  Packaging &amp; Glass</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">1,500,000</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">1.6%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">4,488,750</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">3.0%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">5,988,750</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">2.5%</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=bottom width=23% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Environmental
  Industries</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">1,909,952</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">2.1%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">3,554,920</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">2.4%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">5,464,872</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">2.2%</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=bottom width=23% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Hotel, Gaming
  &amp; Leisure</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">515,000</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">0.6%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">4,336,815</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">2.9%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">4,851,815</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">2.0%</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=bottom width=23% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Construction
  &amp; Building</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">3,415,256</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">3.7%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">&#160;- &nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">&#160;- &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">3,415,256</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">1.4%</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=bottom width=23% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Capital Equipment</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">3,014,850</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">3.2%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">&#160;- &nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">&#160;- &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">3,014,850</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">1.2%</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=23% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Media:
  Diversified &amp; Production</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">1,920,350</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">2.1%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:11.25pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">&#160;- &nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:11.25pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">&#160;- &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">1,920,350</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">0.8%</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=23% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Forest Products
  &amp; Paper</font></p>
  </td>
 <td valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">&#160;- &nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">&#160;- &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">738,748</font></p>
  </td>
 <td valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">0.5%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">738,748</font></p>
  </td>
 <td valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">0.3%</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=23% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Subtotal/total
  percentage</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=10% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">93,135,244</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=10% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">100.0%</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=10% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">149,748,554</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=10% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">100.0%</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=10% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">242,883,798</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">100.0%</font></b></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=23% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">U.S. Treasury
  Securities</font></p>
  </td>
 <td valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">11,383,669</font></p>
  </td>
 <td valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">&#160;- &nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">11,383,669</font></p>
  </td>
 <td valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td valign=bottom width=23% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Total investments</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">$</font></b></p>
  </td>
 <td valign=bottom width=10% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">104,518,913</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">$</font></b></p>
  </td>
 <td valign=bottom width=10% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">149,748,554</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">$</font></b></p>
  </td>
 <td valign=bottom width=10% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">254,267,467</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 </tr>
</table></div>



<p style="border:none;margin:0in;margin-bottom:.0001pt;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">We do not &#8220;control&#8221; and are not an
&#8220;affiliate&#8221; of any of our portfolio companies or any of the companies of the
loans underlying the TRS, each as defined in the 1940 Act. In general, under
the 1940 Act, we would be presumed to &#8220;control&#8221; a portfolio company or issuer
if we owned 25% or more of its voting securities and would be an &#8220;affiliate&#8221; of
a portfolio company or issuer if we owned 5% or more of its voting securities.</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font color=black style="border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font color=black style="border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Our
investment portfolio may contain senior secured investments that are in the
form of lines of credit, unfunded delayed drawdown loan commitments, or
revolving credit facilities, which require us to provide funding when requested
by portfolio companies in accordance with the terms of the underlying loan
agreements. As of September 30, 2014 and December 31, 2013, our unfunded loan
commitments amounted to $21,674,000 and $2,450,758, respectively. As of
November 10, 2014, our unfunded loan commitments amounted to $23,112,083.</font></font></p>


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<p style="border:none;margin:0in;margin-bottom:10.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;"><font face=Calibri,sans-serif style="border:none;mso-bidi-font-family:Arial;mso-fareast-font-family:Calibri;"><font face=Calibri,sans-serif lang=EN-US style="font-size:11.0pt;line-height:115%;">&nbsp;</font></font></p>


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<p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Investment Portfolio
Asset Quality</font></b></p>

<p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></p>

<p style="margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">CIM uses an investment rating system to characterize
and monitor our expected level of returns on each investment in our portfolio.
These ratings are just one of several factors that CIM uses to monitor our
portfolio, are not in and of themselves determinative of fair value or revenue
recognition and are presented for indicative purposes. CIM grades the credit
risk of all investments on a scale of 1 to 5 no less frequently than quarterly.
This system is intended primarily to reflect the underlying risk of a portfolio
investment relative to our initial cost basis in respect of such portfolio
investment (i.e., at the time of acquisition), although it may also take into
account under certain circumstances the performance of the portfolio company&#8217;s
business, the collateral coverage of the investment and other relevant factors.</font></p>

<p style="margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></p>

<p style="margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The following is a description of the conditions
associated with each investment rating used in this ratings system: </font></p>

<p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></p>

<div align=left><table border=1 cellpadding=0 cellspacing=0 style="border:none;border-collapse:collapse;width:100%;">
 <tr>
  <td valign=top width=22% style="border:none;border-bottom:solid windowtext 1.0pt;padding:0in 5.4pt 0in 5.4pt;">
  <p align=center style="margin:0in;margin-bottom:3.0pt;text-align:center;"><b><font face="Times New Roman,serif" style="font-size:9.0pt;">Investment Grade</font></b></p>
  </td>
 <td valign=top width=78% style="border:none;border-bottom:solid windowtext 1.0pt;padding:0in 5.4pt 0in 5.4pt;">
  <p align=center style="margin:0in;margin-bottom:3.0pt;text-align:center;"><b><font face="Times New Roman,serif" style="font-size:9.0pt;">Description</font></b></p>
  </td>
 </tr>
<tr>
  <td valign=top width=22% style="border:none;padding:0in 5.4pt 0in 5.4pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;margin-top:3.0pt;text-align:center;"><font face="Times New Roman,serif" style="font-size:9.0pt;">1</font></p>
  </td>
 <td valign=top width=78% style="border:none;padding:0in 5.4pt 0in 5.4pt;">
  <p style="margin:0in;margin-bottom:3.0pt;margin-left:0in;margin-right:0in;margin-top:3.0pt;text-align:justify;"><font face="Times New Roman,serif" style="font-size:9.0pt;">Indicates
  the least amount of risk to our initial cost basis. The trends and risk
  factors for this investment since origination or acquisition are generally
  favorable, which may include the performance of the portfolio company or a
  potential exit.</font></p>
  </td>
 </tr>
<tr>
  <td valign=top width=22% style="border:none;padding:0in 5.4pt 0in 5.4pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;margin-top:3.0pt;text-align:center;"><font face="Times New Roman,serif" style="font-size:9.0pt;">2</font></p>
  </td>
 <td valign=top width=78% style="border:none;padding:0in 5.4pt 0in 5.4pt;">
  <p style="margin:0in;margin-bottom:3.0pt;margin-left:0in;margin-right:0in;margin-top:3.0pt;text-align:justify;"><font face="Times New Roman,serif" style="font-size:9.0pt;">Indicates
  a level of risk to our initial cost basis that is similar to the risk to our
  initial cost basis at the time of origination or acquisition. This portfolio
  company is generally performing in accordance with our analysis of its
  business and the full return of principal and interest or dividend is
  expected.</font></p>
  </td>
 </tr>
<tr>
  <td valign=top width=22% style="border:none;padding:0in 5.4pt 0in 5.4pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;margin-top:3.0pt;text-align:center;"><font face="Times New Roman,serif" style="font-size:9.0pt;">3</font></p>
  </td>
 <td valign=top width=78% style="border:none;padding:0in 5.4pt 0in 5.4pt;">
  <p style="margin:0in;margin-bottom:3.0pt;margin-left:0in;margin-right:0in;margin-top:3.0pt;text-align:justify;"><font face="Times New Roman,serif" style="font-size:9.0pt;">Indicates
  that the risk to our ability to recoup the cost of such investment has
  increased since origination or acquisition, but full return of principal and
  interest or dividend is expected. A portfolio company with an investment
  grade of 3 requires closer monitoring.</font></p>
  </td>
 </tr>
<tr>
  <td valign=top width=22% style="border:none;padding:0in 5.4pt 0in 5.4pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;margin-top:3.0pt;text-align:center;"><font face="Times New Roman,serif" style="font-size:9.0pt;">4</font></p>
  </td>
 <td valign=top width=78% style="border:none;padding:0in 5.4pt 0in 5.4pt;">
  <p style="margin:0in;margin-bottom:3.0pt;margin-left:0in;margin-right:0in;margin-top:3.0pt;text-align:justify;"><font face="Times New Roman,serif" style="font-size:9.0pt;">Indicates
  that the risk to our ability to recoup the cost of such investment has
  increased significantly since origination or acquisition, including as a
  result of factors such as declining performance and noncompliance with debt
  covenants, and we expect some loss of interest, dividend or capital
  appreciation, but still expect an overall positive internal rate of return on
  the investment.</font></p>
  </td>
 </tr>
<tr>
  <td valign=top width=22% style="border:none;padding:0in 5.4pt 0in 5.4pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;margin-top:3.0pt;text-align:center;"><font face="Times New Roman,serif" style="font-size:9.0pt;">5</font></p>
  </td>
 <td valign=top width=78% style="border:none;padding:0in 5.4pt 0in 5.4pt;">
  <p style="margin:0in;margin-bottom:3.0pt;margin-left:0in;margin-right:0in;margin-top:3.0pt;text-align:justify;"><font face="Times New Roman,serif" style="font-size:9.0pt;">Indicates
  that the risk to our ability to recoup the cost of such investment has
  increased materially since origination or acquisition and the portfolio
  company likely has materially declining performance. Loss of interest or
  dividend and some loss of principal investment is expected, which would
  result in an overall negative internal rate of return on the investment.</font></p>
  </td>
 </tr>
</table></div>



<p style="margin:0in;margin-bottom:.0001pt;margin-top:6.0pt;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">For investments graded 3, 4, or 5, CIM
enhances its level of scrutiny over the monitoring of such portfolio company.</font></p>


<DIV bclFooter>


<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-add-space:auto;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">44</font></font></p>


</DIV>
</DIV><HR noshade STYLE="page-break-after: always" align="center" width="100%" size=2><a name="page_47"></a><DIV bclPageBorder STYLE="PADDING-TOP: 0in; PADDING-BOTTOM: 0in; WIDTH: 100%; PADDING-RIGHT: 0in; PADDING-LEFT: 0in">

<DIV bclHeader>


<p style="border:none;margin:0in;margin-bottom:10.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;"><font face=Calibri,sans-serif style="border:none;mso-bidi-font-family:Arial;mso-fareast-font-family:Calibri;"><font face=Calibri,sans-serif lang=EN-US style="font-size:11.0pt;line-height:115%;">&nbsp;</font></font></p>


</DIV>
<p style="border:none;margin:0in;margin-bottom:.0001pt;margin-top:10.05pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The following table summarizes the
composition of our investment portfolio and our underlying TRS loans portfolio
based on the 1 to 5 investment rating scale at fair value as of September 30,
2014 and December 31, 2013, excluding short term investments of $34,061,902 and
$11,383,669, respectively:</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;margin-top:10.05pt;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;">&#160;&nbsp;</font></p>

<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:13.5pt;">
  <td nowrap valign=bottom width=14% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=14 valign=bottom width=84% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">September 30, 2014</font></b></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td nowrap valign=bottom width=14% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=4 valign=bottom width=27% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Investment Portfolio</font></b></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-top:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=4 valign=bottom width=27% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total Return Swap</font></b></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-top:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=4 valign=bottom width=26% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total</font></b></p>
  </td>
 </tr>
<tr style="height:24.0pt;">
  <td valign=bottom width=14% style="border:none;border-bottom:solid black 1.0pt;height:24.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Investment Rating</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:24.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=14% style="border:none;border-bottom:solid black 1.0pt;height:24.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Investments</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Fair Value</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-top:solid black 1.0pt;height:24.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=11% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:24.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Percentage of</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Investment Portfolio</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:24.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=14% style="border:none;border-bottom:solid black 1.0pt;height:24.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Fair Value of Underlying TRS Loans</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-top:solid black 1.0pt;height:24.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=11% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:24.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Percentage of Underlying TRS Loans</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:24.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=13% style="border:none;border-bottom:solid black 1.0pt;height:24.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Fair Value</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-top:solid black 1.0pt;height:24.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=11% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:24.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Percentage</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=14% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=14% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">278,114,846</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">100.0%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">361,284,172</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">98.9%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">639,399,018</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">99.4%</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=14% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">3</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">3,885,945</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1.1%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">3,885,945</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.6%</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=14% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">4</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=14% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">5</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=14% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">278,114,846</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">100.0%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">365,170,117</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">100.0%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">643,284,963</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">100.0%</font></p>
  </td>
 </tr>
</table></div>



<p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;">&nbsp;</font></p>

<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:13.5pt;">
  <td nowrap valign=bottom width=14% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
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 <td colspan=14 valign=bottom width=84% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">December 31, 2013</font></b></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td nowrap valign=bottom width=14% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=4 valign=bottom width=27% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Investment Portfolio</font></b></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-top:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=4 valign=bottom width=27% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total Return Swap</font></b></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-top:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=4 valign=bottom width=26% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total</font></b></p>
  </td>
 </tr>
<tr style="height:24.0pt;">
  <td valign=bottom width=14% style="border:none;border-bottom:solid black 1.0pt;height:24.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Investment Rating</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:24.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=14% style="border:none;border-bottom:solid black 1.0pt;height:24.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Investments </font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Fair Value</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-top:solid black 1.0pt;height:24.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=11% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:24.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Percentage of</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Investment Portfolio</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:24.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=14% style="border:none;border-bottom:solid black 1.0pt;height:24.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Fair Value of Underlying TRS Loans</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-top:solid black 1.0pt;height:24.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=11% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:24.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Percentage of Underlying TRS Loans</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:24.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=13% style="border:none;border-bottom:solid black 1.0pt;height:24.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Fair Value</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-top:solid black 1.0pt;height:24.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=11% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:24.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Percentage</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=14% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=14% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">93,135,244</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">100.0%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">149,748,554</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">100.0%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">242,883,798</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">100.0%</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=14% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">3</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=14% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">4</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=14% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">5</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=14% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">93,135,244</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">100.0%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">149,748,554</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">100.0%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">242,883,798</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">100.0%</font></p>
  </td>
 </tr>
</table></div>



<p style="border:none;margin:0in;margin-bottom:.0001pt;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The amount of the investment portfolio and
underlying TRS loans in each grading category may vary substantially from
period to period resulting primarily from changes in the composition of each
portfolio as a result of new investment, repayment and exit activities. In
addition, changes in the grade of investments may be made to reflect our
expectation of performance and changes in investment values. </font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Current Investment Portfolio </font></b></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">As of November 10, 2014, our investment
portfolio, excluding our short term investments and TRS, consisted of interests
in 53 portfolio companies (24% in first lien senior secured term loans, 64% in
second lien senior secured term loans and 12% in collateralized securities)
with a total fair value of $314,124,256 with an average and median portfolio
company annual EBITDA of $58.4 million and $57.6 million, respectively, at
initial investment. As of November 10, 2014, investments in our portfolio were
purchased at a weighted average price of 98.14% of par value. Our estimated
gross annual portfolio yield was 8.98% based upon the purchase price of our
investments. The portfolio yield does not represent an actual investment return
to shareholders.</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">As of November 10, 2014, our short term
investments included an investment in a U.S. Treasury Obligations Fund of
$34,657,573.</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Further, as of&nbsp;November 10, 2014,
through a TRS (described further in Note 7 of our consolidated financial
statements), we obtained the economic benefit of owning investments in first
lien senior secured and second lien senior secured floating-rate loans of 63
portfolio companies.</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;">&#160;&nbsp;</font></p>


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<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-add-space:auto;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">45</font></font></p>


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<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Results of Operations for the Three Months Ended September 30, 2014
and 2013</font></b></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160; Our results of operations for
the three months ended September 30, 2014 and 2013 were as follows:</font></font></p>

<p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;">&nbsp;</font></p>

<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:12.0pt;">
  <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=50% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=5 valign=bottom width=33% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Three Months Ended</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">September 30,</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=50% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=15% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2014</font></b></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=15% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2013</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=50% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Investment income</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">5,081,560 </font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">494,701 </font></p>
  </td>
 <td valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=9% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=50% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net operating expenses</font></p>
  </td>
 <td valign=bottom width=3% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2,507,992 </font></p>
  </td>
 <td valign=bottom width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(107,677)</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=9% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=50% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net investment income</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2,573,568 </font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">602,378 </font></p>
  </td>
 <td valign=bottom width=8% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=50% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net realized gain on investments</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">971,457 </font></p>
  </td>
 <td valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,381 </font></p>
  </td>
 <td valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=50% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net change in unrealized (depreciation) appreciation on
  investments</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(1,629,436)</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">220,148 </font></p>
  </td>
 <td valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=50% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net realized gain on total return swap</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">4,135,243 </font></p>
  </td>
 <td valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">799,698 </font></p>
  </td>
 <td valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=50% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net change in unrealized (depreciation) appreciation on total
  return swap</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(1,912,752)</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">284,001 </font></p>
  </td>
 <td valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=50% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net increase in net assets resulting from operations</font></p>
  </td>
 <td valign=bottom width=3% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">4,138,080 </font></p>
  </td>
 <td valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,907,606 </font></p>
  </td>
 <td valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
</table></div>



<p style="border:none;margin:0in;margin-bottom:.0001pt;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;"><font style="border:none;"><b><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Investment Income</font></i></b></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">For the three months
ended September 30, 2014 and 2013, we generated investment income of $5,081,560
and $494,701, respectively, consisting primarily of interest income on
investments in senior secured loans of 57 and 27 portfolio companies held
during each respective period. During the three months ended September 30, 2014
and 2013, our investment portfolio, excluding short term investments and the
TRS, increased approximately $69,223,000 and $18,675,000, respectively, as we
continued to deploy the net proceeds from our continuous offering. We expect
our investment portfolio to continue to grow due to the anticipated increase in
equity available to us for investment from our continuous offering. As a
result, we believe that reported investment income for the three months ended
September 30, 2014 and 2013 is not representative of our stabilized or future
performance. Interest income earned by loans underlying the TRS is not included
in investment income in the consolidated statements of operations, but rather
it is recorded as part of net realized gain on total return swap.</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;"><font style="border:none;"><b><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Operating Expenses</font></i></b></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:16.75pt;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The composition of our operating expenses
for the three months ended September 30, 2014 and 2013 was as follows:</font></font></p>

<p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;">&nbsp;</font></p>

<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:12.0pt;">
  <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=50% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=5 valign=bottom width=33% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Three Months Ended</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">September 30,</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=50% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=15% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2014</font></b></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=15% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2013</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=9% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=50% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Management fees</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,739,759 </font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">248,225 </font></p>
  </td>
 <td valign=bottom width=8% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=9% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=50% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Administrative services expense</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">376,806 </font></p>
  </td>
 <td valign=bottom width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">144,462 </font></p>
  </td>
 <td valign=bottom width=8% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=9% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=50% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Capital gains incentive fee</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=15% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(497,508)</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">128,766 </font></p>
  </td>
 <td valign=bottom width=8% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=9% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=50% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">General and administrative</font></p>
  </td>
 <td valign=bottom width=3% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">866,405 </font></p>
  </td>
 <td valign=bottom width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">667,704 </font></p>
  </td>
 <td valign=bottom width=8% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=9% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=50% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total expenses</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=15% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2,485,462 </font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,189,157 </font></p>
  </td>
 <td valign=bottom width=8% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=9% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=50% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Expense reimbursements from IIG</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=15% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(1,296,834)</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=9% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=50% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Recoupment of expense reimbursements from IIG</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">22,530 </font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=50% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net operating expenses</font></p>
  </td>
 <td valign=bottom width=3% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2,507,992 </font></p>
  </td>
 <td valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(107,677)</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
</table></div>




<DIV bclFooter>


<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-add-space:auto;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">46</font></font></p>


</DIV>
</DIV><HR noshade STYLE="page-break-after: always" align="center" width="100%" size=2><a name="page_49"></a><DIV bclPageBorder STYLE="PADDING-TOP: 0in; PADDING-BOTTOM: 0in; WIDTH: 100%; PADDING-RIGHT: 0in; PADDING-LEFT: 0in">

<DIV bclHeader>


<p style="border:none;margin:0in;margin-bottom:10.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;"><font face=Calibri,sans-serif style="border:none;mso-bidi-font-family:Arial;mso-fareast-font-family:Calibri;"><font face=Calibri,sans-serif lang=EN-US style="font-size:11.0pt;line-height:115%;">&nbsp;</font></font></p>


</DIV>
<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The composition of our general and administrative expenses for the
three months ended September 30, 2014 and 2013 was as follows:</font></font></p>

<p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;">&nbsp;</font></p>

<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:12.0pt;">
  <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=51% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=5 valign=bottom width=31% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Three Months Ended</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">September 30,</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=51% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=14% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2014</font></b></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=14% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2013</font></b></p>
  </td>
 <td valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=9% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=51% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Due diligence
  fees</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td width=11% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">165,133</font></p>
  </td>
 <td nowrap width=3% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td width=11% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">143,976</font></p>
  </td>
 <td valign=bottom width=9% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=9% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=51% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Transfer agent
  expense</font></p>
  </td>
 <td width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=11% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">148,268</font></p>
  </td>
 <td nowrap width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=11% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">46,412</font></p>
  </td>
 <td valign=bottom width=9% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=51% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Professional
  fees expense</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=11% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">116,746</font></p>
  </td>
 <td nowrap width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=11% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">147,107</font></p>
  </td>
 <td valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=9% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=51% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Marketing
  expense</font></p>
  </td>
 <td width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=11% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">112,155</font></p>
  </td>
 <td nowrap width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=11% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">192,498</font></p>
  </td>
 <td valign=bottom width=9% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=9% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=51% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Dues and
  subscriptions</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=11% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">86,425</font></p>
  </td>
 <td nowrap width=3% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=11% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">31,715</font></p>
  </td>
 <td valign=bottom width=9% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=9% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=51% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Insurance
  expense</font></p>
  </td>
 <td width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=11% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">69,313</font></p>
  </td>
 <td nowrap width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=11% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">53,011</font></p>
  </td>
 <td valign=bottom width=9% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=51% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Director fees
  and expenses</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=11% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">42,721</font></p>
  </td>
 <td nowrap width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=11% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">8,118</font></p>
  </td>
 <td valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=51% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Printing and
  mailing expense</font></p>
  </td>
 <td width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=11% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">39,681</font></p>
  </td>
 <td nowrap width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=11% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">212</font></p>
  </td>
 <td valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=51% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Filing fees</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=11% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">251</font></p>
  </td>
 <td nowrap width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=11% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">19,623</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=51% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Other expenses</font></p>
  </td>
 <td width=3% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=11% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">85,712</font></p>
  </td>
 <td nowrap width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=3% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=11% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">25,032</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=51% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total general
  and administrative expense</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td width=11% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">866,405</font></p>
  </td>
 <td nowrap width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td width=11% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">667,704</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
</table></div>



<p style="border:none;margin:0in;margin-bottom:.0001pt;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;"><font style="border:none;"><b><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Expense Reimbursements </font></i></b></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Our affiliate, IIG, has agreed to reimburse
us commencing with the quarter ended December 31, 2012 for certain expenses
pursuant to the expense support and conditional reimbursement agreement. Refer
to the discussion under &#8220;Related Party Transactions&#8221; below for further details
about the expense support and conditional reimbursement agreement. Also, see
Note 4 to our consolidated financial statements for additional disclosure
regarding the expense reimbursements from IIG.</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">For the three months ended September 30,
2014, IIG recouped $22,530 of expense reimbursements made in connection with
the expense support and conditional reimbursement agreement during the three
months ended March 31, 2013, compared to expense reimbursements from IIG of
$1,296,834 for the three months ended September 30, 2013. All expense
reimbursements from IIG for the three months ended September 30, 2013 are
eligible to be reimbursed by us through September 30, 2016. </font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Reimbursement of such costs will be
determined as appropriate to meet the objectives of the expense support and
conditional reimbursement agreement. As a result, we may or may not be
requested to reimburse any further costs by IIG.</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:12.0pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The table below
presents a summary of all expenses supported by IIG and the associated dates
through which such expenses are eligible for reimbursement by us for the
following three month periods.</font></font></p>

<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:16.5pt;">
  <td colspan=2 nowrap valign=bottom width=18% style="border:none;border-bottom:none black 1.0pt;height:16.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Three Months
  Ended</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:16.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=12% style="border:none;border-bottom:solid black 1.0pt;height:16.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Expense Support Received from IIG</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:16.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=12% style="border:none;border-bottom:solid black 1.0pt;height:16.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Expense Support Reimbursed to IIG</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:16.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=11% style="border:none;border-bottom:solid black 1.0pt;height:16.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Unreimbursed Expense Support</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:16.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=15% style="border:none;border-bottom:solid black 1.0pt;height:16.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Ratio of Operating Expense to Average Net
  Assets for the Period<sup>(1)</sup></font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:16.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:16.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Annualized Distribution Rate for the
  Period<sup>(3)</sup></font></b></p>
  </td>
 <td valign=bottom width=1% style="height:16.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=16% style="border:none;border-bottom:solid black 1.0pt;height:16.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Eligible for Reimbursement through</font></b></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td colspan=2 valign=bottom width=18% style="background:#B7DEE8;border:none;border-bottom:none black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">December 31,
  2012</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">116,706 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">116,706 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.93%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.00%<sup>(2)</sup></font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=16% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">December 31, 2015</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td colspan=2 valign=bottom width=18% style="border:none;border-bottom:none black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">March 31, 2013</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">819,373 </font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">505,450 </font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">313,923 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2.75%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">7.00%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=16% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">March 31, 2016</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td colspan=2 valign=bottom width=18% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">June 30, 2013</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,147,536 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,147,536 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1.43%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">7.00%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=16% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">June 30, 2016</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td colspan=2 valign=bottom width=18% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">September 30,
  2013</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,296,834 </font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,296,834 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.49%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">7.00%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=16% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">September 30, 2016</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td colspan=2 valign=bottom width=18% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">December 31,
  2013</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">695,160 </font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">695,160 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.31%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">7.00%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=16% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">December 31, 2016</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td colspan=2 valign=bottom width=18% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">March 31, 2014</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,048,858 </font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,048,858 </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.27%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">7.00%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=16% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">March 31, 2017</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td colspan=2 valign=bottom width=18% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">June 30, 2014</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.31%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">7.00%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=16% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">June 30, 2017</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td colspan=2 valign=bottom width=18% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">September 30,
  2014</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.13%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">7.00%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=16% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">September 30, 2017</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=2 valign=bottom width=18% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double windowtext 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">5,124,467 </font></b></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double windowtext 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">622,156 </font></b></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double windowtext 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">4,502,311 </font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=16% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 </tr>
<tr style="height:6.0pt;">
  <td nowrap valign=bottom width=3% style="border:none;border-bottom:solid black 1.0pt;height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=15% style="border:none;border-bottom:solid black 1.0pt;height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=10% style="border:none;height:6.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=10% style="border:none;height:6.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=9% style="border:none;height:6.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=15% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=16% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 </tr>
<tr height=0>
  <td width=3% style="border:none;">&nbsp;</td>
 <td width=15% style="border:none;">&nbsp;</td>
 <td width=1% style="border:none;">&nbsp;</td>
 <td width=2% style="border:none;">&nbsp;</td>
 <td width=10% style="border:none;">&nbsp;</td>
 <td width=1% style="border:none;">&nbsp;</td>
 <td width=2% style="border:none;">&nbsp;</td>
 <td width=10% style="border:none;">&nbsp;</td>
 <td width=1% style="border:none;">&nbsp;</td>
 <td width=2% style="border:none;">&nbsp;</td>
 <td width=9% style="border:none;">&nbsp;</td>
 <td width=1% style="border:none;">&nbsp;</td>
 <td width=15% style="border:none;">&nbsp;</td>
 <td width=1% style="border:none;">&nbsp;</td>
 <td width=10% style="border:none;">&nbsp;</td>
 <td width=1% style="border:none;">&nbsp;</td>
 <td width=16% style="border:none;">&nbsp;</td>
 </tr>
</table></div>



<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:12.75pt;">
  <td nowrap valign=top width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(1)</font></sup></p>
  </td>
 <td valign=top width=98% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Operating
  expenses include all expenses borne by us, except for organization costs and
  offering expenses, base management fees, incentive fees, administrative services
  expenses, other general and administrative expenses owed to CIM and its
  affiliates, and interest expense.</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=top width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(2)</font></sup></p>
  </td>
 <td valign=top width=98% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">We did not
  declare any distributions during the three months ended December 31, 2012.</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=top width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(3)</font></sup></p>
  </td>
 <td valign=top width=98% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Annualized
  Distribution Rate equals the annualized rate of distributions paid to
  shareholders based on the amount of the regular cash distributions paid
  immediately prior to the date the expense support payment obligation was
  incurred by CIM. Annualized Distribution Rate does not include special cash
  or stock distributions paid to shareholders.</font></p>
  </td>
 </tr>
</table></div>




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<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-add-space:auto;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">47</font></font></p>


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<p style="border:none;margin:0in;margin-bottom:10.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;"><font face=Calibri,sans-serif style="border:none;mso-bidi-font-family:Arial;mso-fareast-font-family:Calibri;"><font face=Calibri,sans-serif lang=EN-US style="font-size:11.0pt;line-height:115%;">&nbsp;</font></font></p>


</DIV>
<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;"><font style="border:none;"><b><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Net Investment Income </font></i></b></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Our net investment income totaled
$2,573,568 and $602,378 for the three months ended September 30, 2014 and 2013,
respectively. The increase in net investment income during the three months
ended September 30, 2014, compared to the corresponding 2013 period, was
primarily due to an increase in the size of our investment portfolio relative
to our expenses as we continued to achieve economies of scale.</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;"><font style="border:none;"><b><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></i></b></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;"><font style="border:none;"><b><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Net Realized Gain on Investments</font></i></b></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Our net realized gain on investments
totaled $971,457 and $1,381 for the three months ended September 30, 2014 and
2013, respectively. During the three months ended September 30, 2014, we
received principal repayments and sale proceeds of $42,329,166 and $33,076,399,
respectively, for gains of $971,457. For the three months ended September 30,
2013, we realized gains of $1,381 on principal repayments of $126,496 and sales
proceeds of $636,955. </font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;"><font style="border:none;"><b><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Net Change in Unrealized (Depreciation) Appreciation
on Investments</font></i></b></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The net change in unrealized (depreciation)
appreciation on our investments totaled ($1,629,436) and $220,148 for the three
months ended September 30, 2014 and 2013, respectively. </font><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">This change was driven primarily by a widening of credit spreads during </font><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">three
months ended September 30, 2014. </font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:24.5pt;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;"><font style="border:none;"><b><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Net Realized Gain on TRS</font></i></b></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Our net realized gain on the TRS totaled $4,135,243
and $799,698 for the three months ended September 30, 2014 and 2013, respectively.
The components of net realized gain on the TRS are summarized below for the
three months ended September 30, 2014 and 2013:</font></font></p>

<p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;">&nbsp;</font></p>

<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:12.0pt;">
  <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=39% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=6 valign=bottom width=40% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Three Months Ended</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">September 30,</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=39% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=18% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2014</font></b></p>
  </td>
 <td valign=bottom width=3% style="border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=17% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2013</font></b></p>
  </td>
 <td valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 </tr>
<tr style="height:14.25pt;">
  <td nowrap valign=bottom width=9% style="height:14.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=39% style="background:#B7DEE8;height:14.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Interest and
  other income from TRS portfolio</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:14.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;height:14.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:14.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">5,315,438 </font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:14.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:14.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;height:14.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:14.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">865,033 </font></p>
  </td>
 <td valign=bottom width=9% style="height:14.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=9% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=39% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Interest and
  other expense from TRS portfolio</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(1,207,635)</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(203,637)</font></p>
  </td>
 <td valign=bottom width=9% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=9% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=39% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net gain on TRS
  loan sales</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">27,440 </font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">138,302 </font></p>
  </td>
 <td valign=bottom width=9% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=9% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=39% style="height:12.75pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">4,135,243 </font></p>
  </td>
 <td valign=bottom width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">799,698 </font></p>
  </td>
 <td valign=bottom width=9% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
</table></div>



<p style="border:none;margin:0in;margin-bottom:.0001pt;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;"><font style="border:none;"><b><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Net Change in Unrealized (Depreciation) Appreciation
on TRS</font></i></b></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160; The net decrease in
unrealized (depreciation) appreciation on the TRS totaled ($1,912,752) and $284,001
for the three months ended September 30, 2014 and 2013, respectively. </font><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">This change was driven primarily by a widening of credit
spreads during the </font><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">three months ended September 30, 2014.</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;"><font style="border:none;"><b><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Net Increase in Net Assets Resulting from
Operations</font></i></b></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160; For the three months ended
September 30, 2014 and 2013, we recorded a net increase in net assets resulting
from operations of $4,138,080 and $1,907,606</font><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">,
respectively</font><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">. &nbsp;</font></font></p>


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<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Results of Operations for the Nine Months Ended September 30, 2014
and 2013</font></b></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160; Our results of operations for
the nine months ended September 30, 2014 and 2013 were as follows:</font></font></p>

<p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;">&nbsp;</font></p>

<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:12.0pt;">
  <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=50% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=5 valign=bottom width=33% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Nine Months Ended</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">September 30,</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=50% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=15% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2014</font></b></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=15% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2013</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=50% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Investment income</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">10,916,368 </font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">808,321 </font></p>
  </td>
 <td valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=50% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net operating expenses</font></p>
  </td>
 <td valign=bottom width=3% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">8,528,551 </font></p>
  </td>
 <td valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">97,734 </font></p>
  </td>
 <td valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=50% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net investment income</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=15% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2,387,817 </font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">710,587 </font></p>
  </td>
 <td valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=50% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net realized gain on investments</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=15% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,355,562 </font></p>
  </td>
 <td valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">16,352 </font></p>
  </td>
 <td valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=50% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net change in unrealized (depreciation) appreciation on
  investments</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=15% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(415,787)</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">535,161 </font></p>
  </td>
 <td valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=50% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net realized gain on total return swap</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=15% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">11,898,784 </font></p>
  </td>
 <td valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,591,711 </font></p>
  </td>
 <td valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=50% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net change in unrealized (depreciation) appreciation on total
  return swap</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=15% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(1,889,475)</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">371,569 </font></p>
  </td>
 <td valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=50% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net increase in net assets resulting from operations</font></p>
  </td>
 <td valign=bottom width=3% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border-bottom:double black 2.25pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">13,336,901 </font></p>
  </td>
 <td valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">3,225,380 </font></p>
  </td>
 <td valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
</table></div>



<p style="border:none;margin:0in;margin-bottom:.0001pt;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;"><font style="border:none;"><b><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Investment Income</font></i></b></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">For the nine months
ended September 30, 2014 and 2013, we generated investment income of
$10,916,368 and $808,321, respectively, consisting primarily of interest income
on investments in senior secured loans of 76 and 29 portfolio companies held
during each respective period. During the nine months ended September 30, 2014
and 2013, our investment portfolio, excluding short term investments and the
TRS, increased approximately $184,980,000 and $38,523,000, respectively, as we
continued to deploy the net proceeds from our continuous offering. We expect
our investment portfolio to continue to grow due to the anticipated increase in
equity available to us for investment from our continuous offering. As a
result, we believe that reported investment income for the nine months ended
September 30, 2014 and 2013 is not representative of our stabilized or future
performance. Interest income earned by loans underlying the TRS is not included
in investment income in the consolidated statements of operations, but rather
it is recorded as part of net realized gain on total return swap.</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;"><font style="border:none;"><b><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Operating Expenses</font></i></b></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:16.75pt;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The composition of our operating expenses
for the nine months ended September 30, 2014 and 2013 was as follows:</font></font></p>

<p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;">&nbsp;</font></p>

<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:12.0pt;">
  <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=50% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=5 valign=bottom width=33% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Nine Months Ended</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">September 30,</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=50% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=15% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2014</font></b></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=15% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2013</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=9% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=50% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Management fees</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">3,951,772 </font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">413,748 </font></p>
  </td>
 <td valign=bottom width=8% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=9% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=50% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Administrative services expense</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,222,421 </font></p>
  </td>
 <td valign=bottom width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">715,653 </font></p>
  </td>
 <td valign=bottom width=8% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=9% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=50% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Capital gains incentive fee</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=15% style="background:#B7DEE8;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">247,565 </font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">303,494 </font></p>
  </td>
 <td valign=bottom width=8% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=9% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=50% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Offering expense - IIG</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">591,475 </font></p>
  </td>
 <td valign=bottom width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=9% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=50% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">General and administrative</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2,942,020 </font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,928,582 </font></p>
  </td>
 <td valign=bottom width=8% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=9% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=50% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total expenses</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=15% style="border:none;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">8,955,253 </font></p>
  </td>
 <td valign=bottom width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">3,361,477 </font></p>
  </td>
 <td valign=bottom width=8% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=9% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=50% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Expense reimbursements from IIG</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=15% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(1,048,858)</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(3,263,743)</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=9% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=50% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Recoupment of expense reimbursements from IIG</font></p>
  </td>
 <td valign=bottom width=3% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">622,156 </font></p>
  </td>
 <td valign=bottom width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=50% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net operating expenses</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">8,528,551 </font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">97,734 </font></p>
  </td>
 <td valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
</table></div>




<DIV bclFooter>


<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-add-space:auto;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">49</font></font></p>


</DIV>
</DIV><HR noshade STYLE="page-break-after: always" align="center" width="100%" size=2><a name="page_52"></a><DIV bclPageBorder STYLE="PADDING-TOP: 0in; PADDING-BOTTOM: 0in; WIDTH: 100%; PADDING-RIGHT: 0in; PADDING-LEFT: 0in">

<DIV bclHeader>


<p style="border:none;margin:0in;margin-bottom:10.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;"><font face=Calibri,sans-serif style="border:none;mso-bidi-font-family:Arial;mso-fareast-font-family:Calibri;"><font face=Calibri,sans-serif lang=EN-US style="font-size:11.0pt;line-height:115%;">&nbsp;</font></font></p>


</DIV>
<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The composition of our general and administrative expenses for the
nine months ended September 30, 2014 and 2013 was as follows:</font></font></p>

<p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;">&nbsp;</font></p>

<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:12.0pt;">
  <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=51% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=5 valign=bottom width=31% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Nine Months Ended</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">September 30,</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=51% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=14% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2014</font></b></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=14% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2013</font></b></p>
  </td>
 <td valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=9% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=51% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Professional
  fees expense</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td width=11% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">583,052</font></p>
  </td>
 <td nowrap width=3% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=3% style="background:#B6DDE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td width=11% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">751,823</font></p>
  </td>
 <td valign=bottom width=9% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=9% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=51% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Due diligence
  fees</font></p>
  </td>
 <td width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=11% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">566,759</font></p>
  </td>
 <td nowrap width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=11% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">226,909</font></p>
  </td>
 <td valign=bottom width=9% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=9% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=51% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Transfer agent
  expense</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=11% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">424,967</font></p>
  </td>
 <td nowrap width=3% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=11% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">85,378</font></p>
  </td>
 <td valign=bottom width=9% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=9% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=51% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Marketing
  expense</font></p>
  </td>
 <td width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=11% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">409,277</font></p>
  </td>
 <td nowrap width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=11% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">375,897</font></p>
  </td>
 <td valign=bottom width=9% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=9% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=51% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Insurance
  expense</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=11% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">174,582</font></p>
  </td>
 <td nowrap width=3% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=11% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">158,813</font></p>
  </td>
 <td valign=bottom width=9% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=9% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=51% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Dues and
  subscriptions</font></p>
  </td>
 <td width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=11% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">165,274</font></p>
  </td>
 <td nowrap width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=11% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">54,681</font></p>
  </td>
 <td valign=bottom width=9% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=9% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=51% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Director fees
  and expenses</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=11% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">119,510</font></p>
  </td>
 <td nowrap width=3% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=11% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">24,142</font></p>
  </td>
 <td valign=bottom width=9% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=51% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Printing and
  mailing expense</font></p>
  </td>
 <td width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=11% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">108,923</font></p>
  </td>
 <td nowrap width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=11% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">98,838</font></p>
  </td>
 <td valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=51% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Filing fees</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=11% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">79,978</font></p>
  </td>
 <td nowrap width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=11% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">77,173</font></p>
  </td>
 <td valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=51% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Other expenses</font></p>
  </td>
 <td width=3% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=11% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">309,698</font></p>
  </td>
 <td nowrap width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=3% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=11% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">74,928</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=51% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total general
  and administrative expense</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td width=11% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2,942,020</font></p>
  </td>
 <td nowrap width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td width=11% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,928,582</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
</table></div>



<p style="border:none;margin:0in;margin-bottom:.0001pt;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;"><font style="border:none;"><b><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Expense Reimbursements </font></i></b></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">For the nine months ended September 30,
2014, we received expense reimbursements from IIG of $1,048,858 and IIG
recouped $622,156 of expense reimbursements made during the three months ended
December 31, 2012 and March 31, 2013 in connection with the expense support and
conditional reimbursement agreement.&#160; For the nine months ended September 30,
2013, we received expense reimbursements from IIG of $3,263,743. </font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Refer to section, &#8220;Results of Operations
for the Three Months Ended September 30, 2014 and 2013&#8212;Expense Reimbursement&#8221;
above for further details on our expense reimbursements with our affiliate,
IIG.</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;">&#160;&nbsp;</font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;"><font style="border:none;"><b><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Net Investment &#160;Income </font></i></b></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Our net investment income totaled
$2,387,817 and $710,587 for the nine months ended September 30, 2014 and 2013,
respectively. The increase in net investment income during the nine months
ended September 30, 2014 was primarily due to an increase in the size of our
investment portfolio relative to our expenses as we continued to achieve
economies of scale.</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;"><font style="border:none;"><b><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></i></b></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;"><font style="border:none;"><b><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Net Realized Gain on Investments</font></i></b></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Our net realized gain on investments
totaled $1,355,562 and $16,352 for the nine months ended September 30, 2014 and
2013, respectively. During the nine months ended September 30, 2014, we
received sale proceeds and principal repayments of $73,306,787 and $47,872,665,
respectively, for gains of $1,355,562. For the nine months ended September 30,
2013, we received sale proceeds and principal repayments of $1,141,330 and
$769,044, respectively, for gains of $16,352.</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;"><font style="border:none;"><b><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Net Change in Unrealized (Depreciation) Appreciation
on Investments</font></i></b></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The net change in unrealized (depreciation)
appreciation on our investments totaled ($415,787) and $535,161 for the nine
months ended September 30, 2014 and 2013, respectively. </font><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">This change was driven primarily by a widening of credit spreads during
the </font><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">nine months ended September 30, 2014 and was partially offset by primary
investments, sourced with the assistance of AIM, made available to us at
advantageous purchase prices.</font></font></p>


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<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">50</font></font></p>


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<p style="border:none;margin:0in;margin-bottom:10.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;"><font face=Calibri,sans-serif style="border:none;mso-bidi-font-family:Arial;mso-fareast-font-family:Calibri;"><font face=Calibri,sans-serif lang=EN-US style="font-size:11.0pt;line-height:115%;">&nbsp;</font></font></p>


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<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;"><font style="border:none;"><b><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Net Realized Gain on TRS</font></i></b></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Our net realized gain on the TRS totaled $11,898,784
and $1,591,711 for the nine months ended September 30, 2014 and 2013, respectively.
The components of net realized gain on the TRS are summarized below for the
nine months ended September 30, 2014 and 2013:</font></font></p>

<p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;">&nbsp;</font></p>

<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:12.0pt;">
  <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=39% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=6 valign=bottom width=40% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Nine Months Ended</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">September 30,</font></b></p>
  </td>
 <td valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=39% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=18% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2014</font></b></p>
  </td>
 <td valign=bottom width=3% style="border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=17% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2013</font></b></p>
  </td>
 <td valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 </tr>
<tr style="height:14.25pt;">
  <td nowrap valign=bottom width=9% style="height:14.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=39% style="background:#B7DEE8;height:14.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Interest and
  other income from TRS portfolio</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:14.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;height:14.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:14.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">12,738,729 </font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:14.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:14.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;height:14.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:14.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,326,136 </font></p>
  </td>
 <td valign=bottom width=9% style="height:14.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=9% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=39% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Interest and
  other expense from TRS portfolio</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(2,944,121)</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(328,913)</font></p>
  </td>
 <td valign=bottom width=9% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=9% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=39% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net gain on TRS
  loan sales</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2,104,176 </font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">594,488 </font></p>
  </td>
 <td valign=bottom width=9% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=9% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=39% style="height:12.75pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">11,898,784 </font></p>
  </td>
 <td valign=bottom width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,591,711 </font></p>
  </td>
 <td valign=bottom width=9% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
</table></div>



<p style="border:none;margin:0in;margin-bottom:.0001pt;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;"><font style="border:none;"><b><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Net Change in Unrealized (Depreciation) Appreciation
on TRS</font></i></b></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160; The net change in
unrealized (depreciation) appreciation on the TRS totaled ($1,889,475) and $371,569
for the nine months ended September 30, 2014 and 2013, respectively. </font><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">This change was driven primarily by a widening of credit
spreads during the nine</font><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;"> months ended September 30, 2014 and the sale of
certain loans underlying the TRS, which decreased unrealized appreciation as
gains on these underlying loans were realized.</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;"><font style="border:none;"><b><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Net Increase in Net Assets Resulting from
Operations</font></i></b></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160; For the nine months ended
September 30, 2014 and 2013, we recorded a net increase in net assets resulting
from operations of $13,336,901 and $3,225,380</font><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">,
respectively</font><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">. &nbsp;</font></font></p>


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<p style="border:none;margin:0in;margin-bottom:10.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;"><font face=Calibri,sans-serif style="border:none;mso-bidi-font-family:Arial;mso-fareast-font-family:Calibri;"><font face=Calibri,sans-serif lang=EN-US style="font-size:11.0pt;line-height:115%;">&nbsp;</font></font></p>


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<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;"><font style="border:none;"><b><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&#160;Net Asset Value per Share, Annual Investment Return and Total
Return Since Inception</font></i></b></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Our net asset value per share was $9.31 and
$9.32 on September 30, 2014 and December 31, 2013, respectively. After
considering (i) the overall changes in net asset value per share, (ii) paid
distributions of approximately $0.5477 per share during the nine months ended
September 30, 2014, and (iii) the assumed reinvestment of those distributions
at 90% of the prevailing offering price per share, the total investment return
was 5.86% for shareholders who held our shares over the entire nine-month
period ended September 30, 2014.</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Initial shareholders who subscribed to the
offering in December 2012 with an initial investment of $10,000 and an initial
purchase price equal to $9.00 per share (public offering price net of sales
load) have seen an annualized return of 9.76% and a cumulative total return of
18.14% (see chart below). Initial shareholders who subscribed to the offering
in December 2012 with an initial investment of $10,000 and an initial purchase
price equal to $10.00 per share (the initial public offering price including
sales load) have seen an annualized return of 3.49% and a cumulative total
return of 6.32%. Over the same time period the S&amp;P/LSTA Leveraged Loan
Index, a primary measure of senior debt covering the U.S. leveraged loan
market, which currently consists of approximately 1,000 credit facilities
throughout numerous industries, and the BofA Merrill Lynch US High Yield Index,
a primary measure of short-term US dollar denominated below investment grade
corporate debt publicly issued in the US domestic market, registered cumulative
total returns of approximately 8.37% and 11.48%, respectively, in the period
from December 17, 2012 to September&nbsp;30, 2014.</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;text-align:center;"><font style="border:none;"><img border=0 height=433 id="Picture 7" src="maindocument001x53x0.jpg" width=624></font><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;">&#160;&nbsp;</font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;"><font style="border:none;"><b><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160; &nbsp;</font></i></b></font><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The calculations for the Growth of $10,000
Initial Investment are based upon (i) an initial investment of $10,000 in our
common stock at the beginning of the period, at a share price of $10.00 per
share (including sales load) and $9.00 per share (excluding sales load), (ii)
assumes reinvestment of monthly distributions in accordance with our second
amended and restated distribution reinvestment plan, (iii) the sale of the
entire investment position at the net asset value per share on the last day of
the period, and (iv) the distributions declared and payable to shareholders, if
any, on the last day of the period.</font></font></p>


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<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">52</font></font></p>


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<p style="border:none;margin:0in;margin-bottom:10.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;"><font face=Calibri,sans-serif style="border:none;mso-bidi-font-family:Arial;mso-fareast-font-family:Calibri;"><font face=Calibri,sans-serif lang=EN-US style="font-size:11.0pt;line-height:115%;">&nbsp;</font></font></p>


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<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Financial Condition, Liquidity and Capital Resources</font></b></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></b></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">We generate cash primarily from the net
proceeds of our continuous public offering and from cash flows from fees,
interest and dividends earned from our investments as well as principal
repayments and proceeds from sales of our investments. We are engaged in a
continuous offering of shares of our common stock. We accept subscriptions on a
continuous basis and, as of February 1, 2014, issue shares at weekly closings
at prices that, after deducting selling commissions and dealer manager fees,
are at or above our net asset value per share. </font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">We will sell our shares on a continuous
basis at our latest public offering price of $10.45 per share; however, to the
extent that our net asset value increases, we will sell at a price necessary to
ensure that shares are not sold at a price, after deduction of selling
commissions and dealer manager fees, that is below net asset value. In the
event of a material decline in our net asset value per share, which we consider
to be a 2.5% decrease below our current net offering price, and subject to
certain conditions, we will reduce our offering price accordingly. Therefore,
persons who tender subscriptions for shares of our common stock in the offering
must submit subscriptions for a certain dollar amount, rather than a number of
shares of common stock and, as a result, may receive fractional shares of our
common stock. In connection with each weekly closing on the sale of shares of
our common stock, our board of directors has delegated to management the
authority to conduct such closings so long as there is no change to our public
offering price. In the event of a change to our public offering price in
connection with any weekly closing, our board of directors will approve the
change prior to management conducting such closing. In connection with each weekly
closing, we will, in each case if necessary, update the information contained
in our prospectus by filing a prospectus supplement with the SEC, and we will
also post any updated information to our website.</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">As of September 30, 2014, we sold
42,532,137 shares of common stock for net proceeds of $435,041,340 at an
average price per share of $10.23. The net proceeds include gross proceeds
received from reinvested shareholder distributions of $9,163,138, for which we
issued 973,758 shares of common stock, and gross proceeds paid for shares of
common stock tendered for repurchase of $192,731, for which we repurchased
20,492 shares of common stock.</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;margin-top:10.05pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">As of November 10,
2014, we sold 46,571,392 shares of common stock for net proceeds of
$476,533,470 at an average price per share of $10.23. The net proceeds include
gross proceeds received from reinvested shareholder distributions of
$12,129,849, for which we issued 1,289,215 shares of common stock, and gross
proceeds paid for shares of common stock tendered for repurchase of $484,731,
for which we repurchased 51,540 shares of common stock. Since commencing our
continuous public offering on July 2, 2012 and through November 10, 2014, sales
commissions and dealer manager fees related to the sale of our common stock
were $27,748,426 and $13,499,346, respectively.</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;margin-top:10.05pt;text-align:justify;text-indent:.5in;"><font color=black style="background:white;border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="background:white;font-size:9.0pt;">On April 2, 2014, we completed our first tender offer in
connection with our share repurchase program and repurchased 4,881 shares
(representing 100% of the shares of common stock tendered for repurchase) at
$9.41 per share for aggregate consideration totaling $45,905. On July 2, 2014,
we completed our second tender offer and repurchased 15,611 shares
(representing 100% of the shares of common stock tendered for repurchase) at
$9.41 per share for aggregate consideration totaling $146,826. On October 2,
2014, we completed our third tender offer and repurchased 31,048 shares
(representing 100% of the shares of common stock tendered for repurchase) at
$9.41 per share for aggregate consideration totaling $292,000.</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The net proceeds from our continuous
offering will be invested primarily in cash, cash equivalents, U.S. government
securities, repurchase agreements and high-quality debt instruments maturing in
one year or less prior to being invested in debt securities of private U.S.
companies. </font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;margin-top:10.05pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">As of September 30,
2014 and December 31, 2013, we had $34,061,902 and $11,383,669 in short term
investments, respectively, invested in a fund that primarily invests in U.S.
government securities.</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;"><font style="border:none;"><b><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></i></b></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;"><font style="border:none;"><b><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Total Return Swap </font></i></b></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;"><font style="border:none;"><b><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></i></b></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">For a detailed
discussion of our TRS, refer to Note 7 of our consolidated financial statements
included in this report.</font></font></p>


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<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">53</font></font></p>


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<p style="border:none;margin:0in;margin-bottom:10.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;"><font face=Calibri,sans-serif style="border:none;mso-bidi-font-family:Arial;mso-fareast-font-family:Calibri;"><font face=Calibri,sans-serif lang=EN-US style="font-size:11.0pt;line-height:115%;">&nbsp;</font></font></p>


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<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;"><font style="border:none;"><b><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">RIC Status and Distributions</font></i></b></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;margin-top:10.05pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Our total
investment portfolio includes loans and other securities on our consolidated
balance sheets and loans underlying the TRS. Accordingly, we treat net interest
and other income earned on all investments, including the loans underlying the
TRS, as a component of investment company taxable income when determining our
sources of distributions. The sources of our distributions for the nine months
ended September 30, 2014 were as follows:</font></font></p>

<p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;">&nbsp;</font></p>

<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:14.25pt;">
  <td nowrap valign=bottom width=3% style="height:14.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=27% style="height:14.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:14.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=17% style="border:none;border-bottom:solid black 1.0pt;height:14.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Investment Portfolio</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:14.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=16% style="border:none;border-bottom:solid black 1.0pt;height:14.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total Return Swap Portfolio</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:14.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=16% style="border:none;border-bottom:solid black 1.0pt;height:14.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total Investment Portfolio</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:14.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=13% style="border:none;border-bottom:solid black 1.0pt;height:14.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Percentage</font></b></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td colspan=2 nowrap valign=bottom width=30% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net investment
  income</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(2,387,817)</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(9,794,608)</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(12,182,425)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">76.9%</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td colspan=2 nowrap valign=bottom width=30% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net gain on loan
  sales</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(1,355,562)</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(2,104,176)</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(3,459,738)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">21.9%</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td colspan=2 nowrap valign=bottom width=30% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">From other
  sources<sup>(1)</sup></font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(188,395)</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;-&#160;&#160; &nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(188,395)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1.2%</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td colspan=2 valign=bottom width=30% style="height:12.75pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(3,931,774)</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(11,898,784)</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(15,830,558)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">100.0%</font></p>
  </td>
 </tr>
<tr style="height:7.5pt;">
  <td nowrap valign=bottom width=3% style="border:none;border-bottom:solid black 1.0pt;height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=27% style="border:none;border-bottom:solid black 1.0pt;height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="border:none;height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=14% style="border:none;height:7.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="border:none;height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=13% style="border:none;height:7.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="border:none;height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=13% style="border:none;height:7.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=13% style="border:none;height:7.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
</table></div>



<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:14.25pt;">
  <td nowrap valign=bottom width=3% style="height:14.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(1)</font></sup></p>
  </td>
 <td nowrap valign=bottom width=97% style="height:14.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Includes
  adjustments made to GAAP basis net investment income to arrive at taxable
  income available for distributions.</font></p>
  </td>
 </tr>
</table></div>



<p style="border:none;margin:0in;margin-bottom:.0001pt;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">For a additional discussion of our RIC
status and distributions, refer to Note 2 and Note 5, respectively, of our
consolidated financial statements included in this report.</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Recent Accounting Pronouncements</font></b></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;margin-top:10.05pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">We do not believe
any recently issued, but not yet effective, accounting pronouncements, if
currently adopted, would have a material adverse effect on our consolidated
financial statements.</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;margin-top:10.0pt;text-align:justify;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Critical Accounting Policies</font></b></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font color=black style="border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">For a detailed discussion of
our critical accounting policies, refer to &#8220;</font></font><a name=ITEM7></a><a name="ITEM7_bclEnd"></a><a name="ITEM7_bclEnd_bclEnd"></a><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Item 7.&nbsp;Management&#8217;s Discussion and
Analysis of Financial Condition and Results of Operations &#8211; Critical Accounting
Policies&#8221; included in our Annual Report on Form&nbsp;10-K for the year ended
December 31, 2013. &nbsp;We consider these accounting policies critical because
they involve management judgments and assumptions, require estimates about
matters that are inherently uncertain and because they are important for
understanding and evaluating our reported financial results. These judgments
will affect the reported amounts of assets and liabilities and our disclosure
of contingent assets and liabilities at the dates of the financial statements
and the reported amounts of revenue and expenses during the reporting periods.
With different estimates or assumptions, materially different amounts could be
reported in our financial statements.</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Related Party Transactions</font></b></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">We have entered into an agreement with CIM
to provide us with investment advisory services. &nbsp;On October 31, 2014, our
board of directors, including a majority of directors who are not interested
persons, approved the renewal of the investment advisory agreement&nbsp;with
CIM for a period of twelve months commencing December 17, 2014. Payments for
investment advisory services under the investment advisory agreement are equal
to (a) an annual base management fee of 2.0% of the average value of our gross
assets, excluding cash and cash equivalents, and (b) an incentive fee based on
our performance, as described below. ICON Capital is, and to the extent
requested to provide such services and such services are so provided, CIM and
AIM and their respective affiliates may be, reimbursed for administrative
expenses incurred on our behalf. </font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The incentive fee
consists of two parts. The first part, which we refer to as the subordinated
incentive fee on income, is calculated and payable quarterly in arrears based
upon our &#8220;pre-incentive fee net investment income&#8221; for the immediately
preceding quarter and is subject to a hurdle rate, measured quarterly and
expressed as a rate of return on adjusted capital, as defined in our investment
advisory agreement, equal to 1.875% per quarter, or an annualized rate of 7.5%.
The second part of the incentive fee, which we refer to as the incentive fee on
capital gains, is an incentive fee on capital gains earned on liquidated
investments from the portfolio and is determined and payable in arrears as of
the end of each calendar year (or upon termination of the investment advisory
agreement). This fee is equal 20% of our realized capital gains on a cumulative
basis from inception, calculated as of the end of each calendar year, computed
net of all realized capital losses and unrealized capital depreciation on a
cumulative basis, less the aggregate amount of any previously paid capital
gains incentive fees.&#160; On a cumulative basis and to the extent that all
realized capital losses and unrealized capital depreciation exceeds realized
capital gains as well as the aggregate realized net capital gains for which a
fee has previously been paid, we would not be required to pay CIM a capital
gains incentive fee.</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">We and CIM have engaged AIM to act as our investment
sub-adviser, as AIM possesses skills that we believe will aid us in achieving
our investment objective. AIM only assists CIM with identifying investment
opportunities and making investment recommendations for approval by CIM
according to pre-established investment guidelines. On an annualized basis, AIM
receives 50% of the fees payable to CIM under the investment advisory agreement
with respect to each year, which fees are paid to AIM quarterly in arrears by
CIM.</font></font></p>


<DIV bclFooter>


<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-add-space:auto;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

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<p style="border:none;margin:0in;margin-bottom:10.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;"><font face=Calibri,sans-serif style="border:none;mso-bidi-font-family:Arial;mso-fareast-font-family:Calibri;"><font face=Calibri,sans-serif lang=EN-US style="font-size:11.0pt;line-height:115%;">&nbsp;</font></font></p>


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<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">ICON Capital provides us with accounting, investor relations and
other administrative services. We entered into an administration agreement with
ICON Capital pursuant to which ICON Capital furnishes us with administrative
services necessary to conduct our day-to-day operations. &nbsp;On October 31,
2014, our board of directors, including a majority of directors who are not
interested persons, approved the renewal of the administration agreement with
ICON Capital for a period of twelve months commencing December 17, 2014. ICON
Capital is, and to the extent requested to provide such services and such
services are so provided, CIM and AIM and their respective affiliates may be,
reimbursed for administrative expenses incurred on our behalf. Such costs will
be reasonably allocated to us on the basis of assets, revenues, time records or
other reasonable methods. We will not reimburse ICON Capital for any services
for which it receives a separate fee or for rent, depreciation, utilities,
capital equipment or other administrative items allocated to a person with a
controlling interest in ICON Capital. For the three and nine months ended
September 30, 2014, we incurred administrative services expenses to ICON
Capital of $376,806 and $1,222,421, respectively. For the three and nine months
ended September 30, 2013, we incurred administrative services expenses to ICON
Capital of $144,462 and $715,653, respectively. The majority of such
administrative services expenses related to the allocation of costs of
administrative personnel for services rendered to us and the remainder related
to other reimbursable expenses. For the three and nine months ended September
30, 2013, all administrative expenses were reimbursed by IIG in accordance with
the expense support and conditional reimbursement agreement.</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160; Under the terms of the
investment advisory agreement, CIM and certain of its affiliates, which
includes IIG, are entitled to receive reimbursement of up to 1.5% of the gross
proceeds raised until all organization costs and offering expenses have been
reimbursed. Our payment of organization costs and offering expenses will not
exceed 1.5% of the actual gross proceeds raised from our offering (without
giving effect to any potential reimbursements from IIG and its affiliates). If
we sell the maximum number of shares at $10.45 per share, we estimate that we
may incur up to approximately $15,675,000 of expenses. Previously, we
interpreted &#8220;raised&#8221; to mean all gross proceeds that we expected to raise
through the completion of the offering of our shares, which could be as late as
December 31, 2015, rather than actual gross proceeds raised through the date of
reimbursement. Consistent with such application and since we believed we would
raise at least $100 million through the completion of the offering of our
shares, upon commencement of operations on December 17, 2012, we issued 111,111
shares of our common stock at $9.00 per share to IIG in lieu of payment of
$1,000,000 for organization costs and offering expenses submitted for
reimbursement. The transactions satisfied an independent obligation of IIG to
invest $1,000,000 in our shares.&#160; Through that date, we had raised gross
proceeds from unaffiliated outside investors of $2,639,439 and from affiliated
investors of $2,000,000, which, applying 1.5% of actual proceeds raised through
the date of reimbursement, would have resulted in CIM being entitled to
$69,592. </font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">With respect to any
future reimbursements for organization costs and offering expenses, we will
interpret the 1.5% limit based on actual gross proceeds raised at the time of
such reimbursement. In addition, we will not issue any of our shares or other
securities for services or for property other than cash or securities except as
a dividend or distribution to our security holders or in connection with a
reorganization. Consistent with this interpretation, on May 30, 2013, IIG paid
us $1,000,000, plus interest accrued at a rate of 7% per year.</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">From inception
through September 30, 2014, IIG and its affiliates incurred organization costs,
offering expenses and other pre-effective costs of approximately $2,012,000. Of
these costs, approximately $1,811,000 represented organization costs and
offering expenses, of which $1,591,475 was submitted to us for reimbursement.
We paid $450,000 in October 2013, $550,000 in March 2014 and $591,475 in May
2014.&#160; No additional material organization costs, offering expenses or other
pre-effective costs have been incurred by IIG or its affiliates subsequent to </font></font><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">September 30, 2014</font></font><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">. The decision to fund our organization
costs, offering expenses and other pre-effective costs and the decision to seek
reimbursement for such costs is solely at the discretion of IIG and its
affiliates. As a result, we may or may not be requested to reimburse any costs
funded by IIG and its affiliates.</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">As of September 30,
2014, we raised gross proceeds of $435,041,340, of which we can pay up to
$6,525,620 in organization costs and offering expenses (which represents 1.5%
of the actual gross proceeds raised). Through September 30, 2014, we paid
$4,614,377 of such costs and expenses, leaving an additional $1,911,243 that
can be paid. As of November 10, 2014, we raised gross proceeds of $476,533,470,
of which we can pay up to $7,148,002 in organization costs and offering
expenses (which represents 1.5% of the actual gross proceeds raised). Through
November 10, 2014, we paid $4,919,497 of such costs and expenses, leaving an
additional $2,228,505 that can be paid.</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160; On January 30, 2013, we
entered into the expense support and conditional reimbursement agreement with
IIG, whereby IIG agreed to reimburse us for expenses in an amount that is
sufficient to: (1) ensure that no portion of our distributions to shareholders
will be paid from our offering proceeds or borrowings, and/or (2) reduce our
operating expenses until we have achieved economies of scale sufficient to
ensure that we bear a reasonable level of expense in relation to our investment
income. Pursuant to the expense support and conditional reimbursement
agreement, we have a conditional obligation to reimburse IIG for any amounts
funded by IIG under such agreement if, during any fiscal quarter occurring within
three years of the date on which IIG funded such amount, the sum of our net
investment income for tax purposes, net capital gains and the amount of any
dividends and other distributions paid to us on account of investments in
portfolio companies (to the extent not included in net investment income or net
capital gains for tax purposes) exceeds the distributions paid by us to
shareholders. </font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">On December 13,
2013, we and IIG amended and restated the expense support and conditional
reimbursement agreement to extend the termination date of such agreement from
January 30, 2014 to January 30, 2015.</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Pursuant to the
expense support and conditional reimbursement agreement, we will have a
conditional obligation to reimburse IIG for any amounts funded by IIG under
such agreement (i) if expense reimbursement amounts funded by IIG exceed
operating expenses incurred during any fiscal quarter, (ii) if the sum of our
net investment income for tax purposes, net capital gains and the amount of any
dividends and other distributions paid to us on account of investments in
portfolio companies (to the extent not included in net investment income or net
capital gains for tax purposes) exceeds the distributions paid by us to
shareholders, and (iii) during any fiscal quarter occurring within three years
of the date on which IIG funded such amount.</font></font></p>


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<p style="border:none;margin:0in;margin-bottom:10.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;"><font face=Calibri,sans-serif style="border:none;mso-bidi-font-family:Arial;mso-fareast-font-family:Calibri;"><font face=Calibri,sans-serif lang=EN-US style="font-size:11.0pt;line-height:115%;">&nbsp;</font></font></p>


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<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Reimbursement of such costs will be determined as appropriate to
meet the objectives of the expense support and conditional reimbursement
agreement. </font></font><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">During the three
and nine months ended September 30, 2014, we </font></font><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">recorded an obligation to repay $22,530 and $622,156 of
expense reimbursements from IIG, respectively. On September 4, 2014, we repaid
$599,626 of expense reimbursements to IIG. We may or may not be requested to
reimburse any of these costs in the future. As of September 30, 2014, the total
net liability to CIM and its affiliates was $2,055,775, which related to fees
earned by CIM primarily during the three months ended September 30, 2014 and
the recoupment of expense reimbursement by IIG.&#160; </font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Refer to the table
under &#8220;Results of Operations for the Three Months Ended September 30, 2014 and
2013&#8212;Expense Reimbursement&#8221; above for a summary of all expenses supported by
IIG and the associated dates through which such expenses are eligible for
reimbursement by us.</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">We or IIG may terminate the expense support
and conditional reimbursement agreement at any time. IIG has indicated that it
expects to continue such reimbursements until it deems that we have achieved
economies of scale sufficient to ensure that we bear a reasonable level of
expenses in relation to our income. If we terminate the investment advisory
agreement with CIM, we may be required to repay IIG all reimbursements funded
by IIG within three years of the date of termination. The specific amount of
expenses reimbursed by IIG, if any, will be determined at the end of each
quarter. There can be no assurance that the expense support and conditional
reimbursement agreement will remain in effect or that IIG will reimburse any portion
of our expenses in future quarters. </font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">If any of our
contractual obligations discussed above are terminated, our costs may increase
under any new agreements that we enter into as replacements. We would also
likely incur expenses in locating alternative parties to provide the services
that we expect to receive pursuant to our investment advisory agreement, the
investment sub-advisory agreement, the administration agreement and the dealer
manager agreement. Any new investment advisory agreement would also be subject
to approval by our shareholders.</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></b></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Contractual Obligations</font></b></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:27.0pt;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">On December 17, 2012, Flatiron entered into
a TRS with Citibank. Flatiron and Citibank amended the TRS, effective December
9, 2013, February 18, 2014, April 30, 2014, July 30, 2014, and September 5,
2014. See Note 7 to our consolidated financial statements for a more detailed
description of the TRS.</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Commitments and Contingencies and Off-Balance Sheet Arrangements </font></b></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;"><font style="border:none;"><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Commitments and Contingencies</font></i></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;"><font style="border:none;"><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></i></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">We have entered into certain contracts with
other parties that contain a variety of indemnifications. Our maximum exposure
under these arrangements is unknown. However, we have not experienced claims or
losses pursuant to these contracts and believe the risk of loss related to such
indemnifications to be remote. </font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font color=black style="border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Our investment portfolio may
contain debt investments that are in the form of lines of credit, unfunded
delayed drawdown loan commitments, or revolving credit facilities, which
requires us to provide funding when requested by portfolio companies in
accordance with the terms of the underlying loan agreements. As of September
30, 2014 and December 31, 2013, unfunded loan commitments amounted to
$21,674,000 and $2,450,758, respectively. As of November 10, 2014, our unfunded
loan commitments amounted to $23,112,083. </font></font><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">For information on the companies to which we are committed to fund
additional amounts as of </font><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">September 30, 2014 and </font><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">December
31, 2013</font><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">, </font><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">refer to the consolidated schedule
of investments included in this report.</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;"><font style="border:none;"><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></i></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;"><font style="border:none;"><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Off-Balance Sheet Arrangements</font></i></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.25in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">We currently have no off-balance sheet
arrangements.</font></font></p>

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<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Item 3.&nbsp;Quantitative and Qualitative
Disclosures About Market Risk</font></b></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></b></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">We are subject to financial market risks,
including changes in interest rates. As of September 30, 2014, 99.5% of our portfolio
investments and underlying loans subject to the TRS, except for our short term
investments, paid variable interest rates. A rise in the general level of
interest rates can be expected to lead to higher interest rates applicable to
our debt investments, especially to the extent that we hold variable rate
investments, and to declines in the value of any fixed rate investments we may
hold. To the extent that a majority of our investments may be in variable rate
investments, an increase in interest rates could make it easier for us to meet
or exceed our incentive fee preferred return, as defined in our investment
advisory agreement, and may result in a substantial increase in our net
investment income, and also to the amount of incentive fees payable to CIM with
respect to our pre-incentive fee net investment income.</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Under the terms of the TRS with Citibank,
we pay fees to Citibank at a floating rate based on LIBOR (and some cases prime
rate) in exchange for the right to receive the economic benefit of a pool of
loans. In addition, in the future we may seek to borrow funds in order to make
additional investments. Our net investment income will depend, in part, upon
the difference between the rate at which we borrow funds and the rate at which
we invest those funds. As a result, we would be subject to risks relating to
changes in market interest rates. In periods of rising interest rates when we
have debt outstanding, our cost of funds would increase, which could reduce our
net investment income, especially to the extent we hold fixed rate investments.
We expect that our long-term investments will be financed primarily with equity
and long-term debt. Our interest rate risk management techniques may include
various interest rate hedging activities to the extent permitted by the 1940
Act. Adverse developments resulting from changes in interest rates could have a
materially adverse effect on our business, financial condition and results of
operations.</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The following table shows the effect over a
twelve month period of changes in interest rates on our net interest income,
excluding short term investments, assuming no changes in our investment
portfolio and TRS Agreement in effect as of September 30, 2014:</font></font></p>

<p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;">&nbsp;</font></p>

<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:.5in;">
  <td nowrap valign=bottom width=9% style="height:.5in;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face=Calibri,sans-serif style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=48% style="border:none;border-bottom:solid black 1.0pt;height:.5in;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Change in
  Interest Rates</font></b></p>
  </td>
 <td valign=bottom width=3% style="height:.5in;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=16% style="border:none;border-bottom:solid black 1.0pt;height:.5in;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Increase (Decrease) in Net Interest
  Income<sup>(1)</sup></font></b></p>
  </td>
 <td valign=top width=3% style="height:.5in;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=13% style="border:none;border-bottom:solid black 1.0pt;height:.5in;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Percentage Change in Net Interest Income</font></b></p>
  </td>
 <td valign=bottom width=8% style="height:.5in;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face=Calibri,sans-serif style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=48% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Down 22 basis
  points</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td valign=bottom width=13% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">750,107 </font></p>
  </td>
 <td colspan=2 valign=bottom width=16% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1.8%</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face=Calibri,sans-serif style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=48% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Current base
  interest rate</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;- &nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=16% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;-&#160;&#160; &nbsp;</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face=Calibri,sans-serif style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=48% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Up 100 basis
  points </font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=13% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(2,263,401)</font></p>
  </td>
 <td colspan=2 valign=bottom width=16% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(5.5%)</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face=Calibri,sans-serif style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=48% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Up 200 basis
  points</font></p>
  </td>
 <td valign=bottom width=3% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=13% style="background:white;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">311,471 </font></p>
  </td>
 <td colspan=2 valign=bottom width=16% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.8%</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face=Calibri,sans-serif style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=48% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Up 300 basis
  points</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=13% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2,950,725 </font></p>
  </td>
 <td colspan=2 valign=bottom width=16% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">7.2%</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face=Calibri,sans-serif style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=3% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=45% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=13% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=top width=16% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face=Calibri,sans-serif style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=7 valign=top width=83% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><sup><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(1) </font></sup><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Pursuant
  to the TRS, we receive from Citibank all interest payable in respect of the
  loans subject to the TRS and pay to Citibank interest at a rate equal to the
  floating rate index specified for each loan (typically LIBOR of varying
  maturities) plus 1.35% per year on the full notional amount of the loans
  subject to the TRS. As of September 30, 2014, all of the loans subject to the
  TRS paid variable interest rates. This table assumes no change in defaults or
  prepayments by portfolio companies over the next twelve months.</font></p>
  </td>
 <td valign=top width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr height=0>
  <td width=9% style="border:none;">&nbsp;</td>
 <td width=3% style="border:none;">&nbsp;</td>
 <td width=45% style="border:none;">&nbsp;</td>
 <td width=3% style="border:none;">&nbsp;</td>
 <td width=3% style="border:none;">&nbsp;</td>
 <td width=13% style="border:none;">&nbsp;</td>
 <td width=3% style="border:none;">&nbsp;</td>
 <td width=13% style="border:none;">&nbsp;</td>
 <td width=8% style="border:none;">&nbsp;</td>
 </tr>
</table></div>



<p style="border:none;margin:0in;margin-bottom:.0001pt;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">In addition, we may have risk regarding portfolio valuation
as discussed in Note 2 to our consolidated financial statements included in
this Quarterly Report on Form 10-Q.</font></font></p>


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<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-add-space:auto;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">57</font></font></p>


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<DIV bclHeader>


<p style="border:none;margin:0in;margin-bottom:10.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;"><font face=Calibri,sans-serif style="border:none;mso-bidi-font-family:Arial;mso-fareast-font-family:Calibri;"><font face=Calibri,sans-serif lang=EN-US style="font-size:11.0pt;line-height:115%;">&nbsp;</font></font></p>


</DIV>
<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:115%;">I<a name=Item4></a><a name="Item4_bclEnd"></a>tem 4.&nbsp;Controls and Procedures</font></b></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black style="background:white;border:none;"><i><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:115%;">&nbsp;</font></i></font></p>

<p style="border:none;margin:0in;margin-bottom:10.0pt;text-align:justify;"><font color=black style="background:white;border:none;"><i><font color=black face="Times New Roman,serif" lang=EN-US style="background:white;font-size:9.0pt;line-height:115%;">Evaluation of disclosure controls and procedures</font></i></font><font color=black style="background:white;border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:115%;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:10.0pt;text-align:justify;text-indent:.5in;"><font color=black style="background:white;border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="background:white;font-size:9.0pt;">In connection with the preparation of this Quarterly Report
on Form 10-Q </font></font><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">for the three
months ended September 30, 2014</font><font color=black face="Times New Roman,serif" lang=EN-US style="background:white;font-size:9.0pt;">, we
carried out an evaluation, under the supervision and with the participation of
our management, including our Co-Chief Executive Officers and our Chief
Financial Officer, of the effectiveness of the design and operation of our
disclosure controls and procedures as of the end of the period covered by this report
pursuant to Rule 13a-15(b) and Rule 15d-15(b) of the Securities Exchange Act of
1934, as amended. Based on the foregoing evaluation, the Co-Chief Executive
Officers and the Chief Financial Officer concluded that our disclosure controls
and procedures were effective.</font></font></p>

<p style="background:white;border:none;margin:0in;margin-bottom:10.0pt;text-align:justify;text-indent:.5in;"><font color=black style="background:white;border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="background:white;font-size:9.0pt;">In designing and evaluating our
disclosure controls and procedures, we recognized that disclosure controls and
procedures, no matter how well conceived and operated, can provide only
reasonable, not absolute, assurance that the objectives of the disclosure
controls and procedures are met.&nbsp;&nbsp;Our disclosure controls and
procedures have been designed to meet reasonable assurance standards.
Disclosure controls and procedures cannot detect or prevent all error and
fraud. Some inherent limitations in disclosure controls and procedures include
costs of implementation, faulty decision-making, simple error and mistake.
Additionally, controls can be circumvented by the individual acts of some
persons, by collusion of two or more people, or by management override of the
controls. The design of any system of controls is based, in part, upon certain
assumptions about the likelihood of future events, and there can be no
assurance that any design will succeed in achieving its stated goals under all
anticipated and unanticipated future conditions. Over time, controls may become
inadequate because of changes in conditions, or the degree of compliance with
established policies or procedures.</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;"><font style="border:none;"><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Evaluation of internal control over
financial reporting</font></i></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.25in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">There have been no changes in our internal
control over financial reporting during the three months ended September 30,
2014 that have materially affected, or are reasonably likely to materially
affect, our internal control over financial reporting.</font></font></p>


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<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-add-space:auto;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">58</font></font></p>


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<p style="border:none;margin:0in;margin-bottom:10.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;"><font face=Calibri,sans-serif style="border:none;mso-bidi-font-family:Arial;mso-fareast-font-family:Calibri;"><font face=Calibri,sans-serif lang=EN-US style="font-size:11.0pt;line-height:115%;">&nbsp;</font></font></p>


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<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;text-align:center;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:115%;">PART&nbsp;II - OTHER INFORMATION</font></b></font></p>

<p style="border:none;margin:0in;margin-bottom:10.0pt;"><a name=Part2></a><a name="Part2_bclEnd"></a><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:115%;">Item 1. Legal Proceedings</font></b></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">We are not currently
subject to any material legal proceedings, nor, to our knowledge, is any
material legal proceeding threatened against us. From time to time, we may be
party to certain legal proceedings in the ordinary course of business,
including proceedings relating to the enforcement of our rights under contracts
with our portfolio companies and other third parties. While the outcome of
these legal proceedings cannot be predicted with certainty, we do not expect
that any such proceedings will have a material effect upon our financial
condition or results of operations.</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Item 1A. Risk Factors</font></b></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:10.0pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">There have been no
material changes from the risk factors disclosed in &#8220;Item 1A. Risk Factors&#8221; of
our Annual Report on Form 10-K for the year ended December 31, 2013.</font></font></p>

<p style="border:none;margin:0in;margin-bottom:10.0pt;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:115%;">Item 2. Unregistered Sales
of Equity Securities and Use of Proceeds</font></b></font></p>

<p style="border:none;margin:0in;margin-bottom:10.0pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Our registration
statement on Form N-2, as amended, was declared effective by the SEC on July 2,
2012 (SEC File No. 333-178646). Our offering period commenced on July 2, 2012.</font></font></p>

<p style="border:none;margin:0in;margin-bottom:10.0pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:115%;">We did not engage in any unregistered sales of equity
securities during the three months ended September 30, 2014. </font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The table below provides information
concerning our repurchases of shares of our common stock during the three
months ended September 30, 2014 pursuant to our share repurchase program.</font></font></p>

<p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;">&nbsp;</font></p>

<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:12.75pt;">
  <td colspan=2 nowrap valign=bottom width=25% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Period</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=13% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total&nbsp;Number of Shares Purchased</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=14% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;&nbsp;Average Price&nbsp;Paid per
  Share</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=22% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total&nbsp;Number&nbsp;of
  Shares&nbsp;Purchased&nbsp;as Part&nbsp;of Publicly
  Announced&nbsp;Plans&nbsp;or Programs</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=22% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Maximum&nbsp;Number&nbsp;of Shares That
  May Yet Be Purchased Under&nbsp;the Plans&nbsp;or&nbsp;Programs</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=23% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;&nbsp;July&nbsp;1
  to July&nbsp;31, 2014</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">15,611</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">9.41</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=22% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">15,611</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=22% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;(1)&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=23% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;&nbsp;August&nbsp;1
  to August 31, 2014</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;-&#160;&#160; &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;-&#160;&#160; &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=22% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;-&#160;&#160; &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=22% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;-&#160;&#160; &nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=23% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;&nbsp;September&nbsp;1
  to September 30, 2014</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;-&#160;&#160; &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;-&#160;&#160; &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=22% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;-&#160;&#160; &nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=22% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;-&#160;&#160; &nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=23% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;&nbsp;&#160;&#160;&#160;&#160;&#160;
  Total</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">15,611</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">9.41</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=22% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">15,611</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=22% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;(1)&nbsp;</font></b></p>
  </td>
 </tr>
<tr style="height:6.0pt;">
  <td valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face=Calibri,sans-serif style="font-size:11.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=23% style="border:none;border-bottom:solid black 1.0pt;height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:1.0pt;">&nbsp;&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:1.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=13% style="border:none;height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;&nbsp;</font></p>
  </td>
 <td valign=bottom width=12% style="border:none;height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=22% style="border:none;height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=22% style="border:none;height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=top width=2% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(1)</font></p>
  </td>
 <td colspan=10 valign=top width=98% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">A description of the maximum number of shares of our common stock
  that may be repurchased under our share repurchase program is set forth in
  Note 3 to our unaudited consolidated financial statements contained in this
  Quarterly Report on Form 10-Q. </font></p>
  </td>
 </tr>
</table></div>



<p style="border:none;margin:0in;margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:12.0pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">See Note&nbsp;3 to our unaudited
consolidated financial statements contained in this Quarterly Report on
Form&nbsp;10-Q for a more detailed discussion of the terms of our share
repurchase program. </font></font></p>

<p style="border:none;margin:0in;margin-bottom:10.0pt;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:115%;">Item 3. Defaults Upon
Senior Securities</font></b></font></p>

<p style="border:none;margin:0in;margin-bottom:10.0pt;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:115%;">Not
applicable.</font></font></p>

<p style="border:none;margin:0in;margin-bottom:10.0pt;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:115%;">Item 4. Mine Safety
Disclosures</font></b></font></p>

<p style="border:none;margin:0in;margin-bottom:10.0pt;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:115%;">Not
applicable.</font></font></p>

<p style="border:none;margin:0in;margin-bottom:10.0pt;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:115%;">Item 5. Other Information</font></b></font></p>

<p style="border:none;margin:0in;margin-bottom:10.0pt;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:115%;">Not
applicable.</font></font></p>

<p style="border:none;margin:0in;margin-bottom:10.0pt;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;line-height:115%;">&#160;&nbsp;</font></p>



<font face=Calibri,sans-serif style="border:none;">
&nbsp;</font>



<p style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><a name=Exhibits></a><a name="Exhibits_bclEnd"></a></p>
<DIV bclFooter>


<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-add-space:auto;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">59</font></font></p>


</DIV>
</DIV><HR noshade STYLE="page-break-after: always" align="center" width="100%" size=2><a name="page_62"></a><DIV bclPageBorder STYLE="PADDING-TOP: 0in; PADDING-BOTTOM: 0in; WIDTH: 100%; PADDING-RIGHT: 0in; PADDING-LEFT: 0in">

<DIV bclHeader>


<p style="border:none;margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;"><font style="border:none;"><font face=Calibri,sans-serif lang=EN-US style="font-size:11.0pt;line-height:115%;">&nbsp;</font></font></p>


</DIV>
<p style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:115%;">Item
6. Exhibits</font></b></p>

<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;margin-left:0pt;width:100%;">
 <tr style="height:29.25pt;">
  <td valign=bottom width=9% style="border:none;border-bottom:solid windowtext 1.0pt;height:29.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Exhibit<br>
  Number</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:29.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=90% style="border:none;border-bottom:solid windowtext 1.0pt;height:29.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Description&nbsp;of&nbsp;Document</font></b></p>
  </td>
 </tr>
<tr>
  <td valign=top width=9% style="padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:6.0pt;text-align:center;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">3.1</font></p>
  </td>
 <td valign=bottom width=1% style="padding:0in 0in 0in 0in;">
  <p style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=90% style="padding:0in 0in 0in 0in;">
  <p style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:6.0pt;text-align:justify;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Articles of
  Amendment and Restatement of the Articles of Incorporation of C&#298;ON
  Investment Corporation (Incorporated by reference to Exhibit (A)(2) to
  Pre-Effective Amendment No. 4 to Registrant&#8217;s Registration Statement on Form
  N-2 filed with the SEC on June 29, 2012 (File No. 333-178646)).</font></p>
  </td>
 </tr>
<tr>
  <td valign=top width=9% style="padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">3.2</font></p>
  </td>
 <td valign=bottom width=1% style="padding:0in 0in 0in 0in;">
  <p style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=90% style="padding:0in 0in 0in 0in;">
  <p style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Second Articles
  of Amendment and Restatement of the Articles of Incorporation of C&#298;ON
  Investment Corporation (Incorporated by reference to Exhibit 3.1 to
  Registrant&#8217;s Current Report on Form 8-K filed with the SEC on August 27, 2012
  (File No. 814-00941)).</font></p>
  </td>
 </tr>
<tr>
  <td valign=top width=9% style="padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">3.3</font></p>
  </td>
 <td valign=bottom width=1% style="padding:0in 0in 0in 0in;">
  <p style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=90% style="padding:0in 0in 0in 0in;">
  <p style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Bylaws of
  C&#298;ON Investment Corporation (Incorporated by reference to Exhibit (B) to
  Pre-Effective Amendment No. 4 to Registrant&#8217;s Registration Statement on Form
  N-2 filed with the SEC on June 29, 2012 (File No. 333-178646)).</font></p>
  </td>
 </tr>
<tr>
  <td valign=top width=9% style="padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">4.1</font></p>
  </td>
 <td valign=bottom width=1% style="padding:0in 0in 0in 0in;">
  <p style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=90% style="padding:0in 0in 0in 0in;">
  <p style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Form of
  Subscription Agreement (Incorporated by reference to Exhibit (D) to
  Post-Effective Amendment No. 7 to Registrant&#8217;s Registration Statement on Form
  N-2 filed with the SEC on April 28, 2014 (File No. 333-178646)).&#160; </font></p>
  </td>
 </tr>
<tr>
  <td valign=top width=9% style="padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">4.2</font></p>
  </td>
 <td valign=bottom width=1% style="padding:0in 0in 0in 0in;">
  <p style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=90% style="padding:0in 0in 0in 0in;">
  <p style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Second Amended
  and Restated Distribution Reinvestment Plan (Incorporated by reference to
  Exhibit 4.1 to Registrant&#8217;s Current Report on Form 8-K filed with the SEC on
  December 16, 2013 (File No. 814-00941)). </font></p>
  </td>
 </tr>
<tr>
  <td valign=top width=9% style="padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">10.1</font></p>
  </td>
 <td valign=bottom width=1% style="padding:0in 0in 0in 0in;">
  <p style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=90% style="padding:0in 0in 0in 0in;">
  <p style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Investment
  Advisory Agreement by and between C&#298;ON Investment Corporation and
  C&#298;ON Investment Management, LLC (Incorporated by reference to Exhibit
  (G)(1) to Pre-Effective Amendment No. 4 to Registrant&#8217;s Registration
  Statement on Form N-2 filed with the SEC on June 29, 2012 (File No. 333-178646)).</font></p>
  </td>
 </tr>
<tr>
  <td valign=top width=9% style="padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">10.2</font></p>
  <p align=center style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="padding:0in 0in 0in 0in;">
  <p style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=90% style="padding:0in 0in 0in 0in;">
  <p style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Investment
  Sub-Advisory Agreement by and among C&#298;ON Investment Management, LLC,
  C&#298;ON Investment Corporation and Apollo Investment Management, L.P.
  (Incorporated by reference to Exhibit (G)(2) to Pre-Effective Amendment No. 4
  to Registrant&#8217;s Registration Statement on Form N-2 filed with the SEC on June
  29, 2012 (File No. 333-178646)).</font></p>
  </td>
 </tr>
<tr>
  <td valign=top width=9% style="padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">10.3</font></p>
  </td>
 <td valign=bottom width=1% style="padding:0in 0in 0in 0in;">
  <p style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=90% style="padding:0in 0in 0in 0in;">
  <p style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Administration
  Agreement by and between C&#298;ON Investment Corporation and ICON Capital
  Corp. (Incorporated by reference to Exhibit (K)(2) to Pre-Effective Amendment
  No. 4 to Registrant&#8217;s Registration Statement on Form N-2 filed with the SEC
  on June 29, 2012 (File No. 333-178646)).</font></p>
  </td>
 </tr>
<tr>
  <td valign=top width=9% style="padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">10.4</font></p>
  </td>
 <td valign=bottom width=1% style="padding:0in 0in 0in 0in;">
  <p style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=90% style="padding:0in 0in 0in 0in;">
  <p style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Custody
  Agreement by and between C&#298;ON Investment Corporation and U.S. Bank
  National Association (Incorporated by reference to Exhibit (J) to
  Pre-Effective Amendment No. 4 to Registrant&#8217;s Registration Statement on Form
  N-2 filed with the SEC on June 29, 2012 (File No. 333-178646)). </font></p>
  </td>
 </tr>
<tr>
  <td valign=top width=9% style="padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">10.5</font></p>
  </td>
 <td valign=bottom width=1% style="padding:0in 0in 0in 0in;">
  <p style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=90% style="padding:0in 0in 0in 0in;">
  <p style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Escrow
  Agreement by and among C&#298;ON Investment Corporation, UMB Bank, N.A., and
  ICON Securities Corp. (Incorporated by reference to Exhibit (K)(1) to
  Pre-Effective Amendment No. 4 to Registrant&#8217;s Registration Statement on Form
  N-2 filed with the SEC on June 29, 2012 (File No. 333-178646)).</font></p>
  </td>
 </tr>
<tr>
  <td valign=top width=9% style="padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">10.6</font></p>
  </td>
 <td valign=bottom width=1% style="padding:0in 0in 0in 0in;">
  <p style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=90% style="padding:0in 0in 0in 0in;">
  <p style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Dealer Manager
  Agreement by and among C&#298;ON Investment Corporation, C&#298;ON Investment
  Management, LLC, and ICON Securities Corp. (Incorporated by reference to
  Exhibit (H)(1) to Pre-Effective Amendment No. 4 to Registrant&#8217;s Registration
  Statement on Form N-2 filed with the SEC on June 29, 2012 (File No.
  333-178646)).</font></p>
  </td>
 </tr>
<tr>
  <td valign=top width=9% style="padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">10.7</font></p>
  </td>
 <td valign=bottom width=1% style="padding:0in 0in 0in 0in;">
  <p style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=90% style="padding:0in 0in 0in 0in;">
  <p style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">ISDA 2002
  Master Agreement, together with the Schedule thereto and Credit Support Annex
  to such Schedule, each dated as of December 17, 2012, by and between Flatiron
  Funding, LLC and Citibank, N.A. (Incorporated by reference to Exhibit 10.1 to
  the Registrant&#8217;s Current Report on Form 8-K filed with the SEC on December
  19, 2012).</font></p>
  </td>
 </tr>
<tr>
  <td valign=top width=9% style="padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">10.8</font></p>
  </td>
 <td valign=bottom width=1% style="padding:0in 0in 0in 0in;">
  <p style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=90% style="padding:0in 0in 0in 0in;">
  <p style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Fifth Amended
  and Restated Confirmation Letter Agreement, dated as of September 5, 2014, by
  and between Flatiron Funding, LLC and Citibank, N.A. (Incorporated by
  reference to Exhibit 10.1 to the Registrant&#8217;s Current Report on Form 8-K
  filed with the SEC on September 8, 2014).</font></p>
  </td>
 </tr>
<tr style="height:43.65pt;">
  <td valign=top width=9% style="height:43.65pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">10.9</font></p>
  </td>
 <td valign=bottom width=1% style="height:43.65pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=90% style="height:43.65pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Amended and
  Restated Expense Support and Conditional Reimbursement Agreement dated as of
  December 13, 2013, by and between C&#298;ON Investment Corporation and ICON
  Investment Group, LLC (Incorporated by reference to Exhibit (K)(5) to Post-Effective
  Amendment No. 5 to Registrant&#8217;s Registration Statement on Form N-2 filed with
  the SEC on December 20, 2013 (File No. 333-178646)).</font></p>
  </td>
 </tr>
</table></div>



<p style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face=Calibri,sans-serif lang=EN-US style="font-size:11.0pt;line-height:115%;">&#160;&nbsp;</font></p>









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<p align=center style="border:none;margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">&nbsp;</font></font></p>

<p align=center style="border:none;margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">60</font></font></p>


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<p style="border:none;margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;"><font style="border:none;"><font face=Calibri,sans-serif lang=EN-US style="font-size:11.0pt;line-height:115%;">&nbsp;</font></font></p>


</DIV>

<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;margin-left:0pt;width:100%;">
 <tr style="height:29.25pt;">
  <td valign=bottom width=9% style="border:none;border-bottom:solid windowtext 1.0pt;height:29.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Exhibit<br>
  Number</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:29.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=90% style="border:none;border-bottom:solid windowtext 1.0pt;height:29.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Description&nbsp;of&nbsp;Document</font></b></p>
  </td>
 </tr>
<tr style="height:4.9pt;">
  <td valign=top width=9% style="border:none;height:4.9pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:4.9pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=90% style="border:none;height:4.9pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr>
  <td valign=top width=9% style="padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">31.1</font></p>
  </td>
 <td valign=bottom width=1% style="padding:0in 0in 0in 0in;">
  <p style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=90% style="padding:0in 0in 0in 0in;">
  <p style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Rule
  13a-14(a)/15d-14(a) Certification of Co-Chief Executive Officer.</font></p>
  </td>
 </tr>
<tr>
  <td valign=top width=9% style="padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">31.2</font></p>
  </td>
 <td valign=bottom width=1% style="padding:0in 0in 0in 0in;">
  <p style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=90% style="padding:0in 0in 0in 0in;">
  <p style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Rule
  13a-14(a)/15d-14(a) Certification of Co-Chief Executive Officer.</font></p>
  </td>
 </tr>
<tr>
  <td valign=top width=9% style="padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">31.3</font></p>
  </td>
 <td valign=bottom width=1% style="padding:0in 0in 0in 0in;">
  <p style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=90% style="padding:0in 0in 0in 0in;">
  <p style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Rule 13a-14(a)/15d-14(a)
  Certification of Chief Financial Officer.</font></p>
  </td>
 </tr>
<tr>
  <td valign=top width=9% style="padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">32.1</font></p>
  </td>
 <td valign=bottom width=1% style="padding:0in 0in 0in 0in;">
  <p style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=90% style="padding:0in 0in 0in 0in;">
  <p style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Certification
  of Co-Chief Executive Officer pursuant to 18 U.S.C. &#167;1350, as adopted
  pursuant to Section 906 of the Sarbanes-Oxley Act of 2002.</font></p>
  </td>
 </tr>
<tr>
  <td valign=top width=9% style="padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">32.2</font></p>
  </td>
 <td valign=bottom width=1% style="padding:0in 0in 0in 0in;">
  <p style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=90% style="padding:0in 0in 0in 0in;">
  <p style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Certification
  of Co-Chief Executive Officer pursuant to 18 U.S.C. &#167;1350, as adopted
  pursuant to Section 906 of the Sarbanes-Oxley Act of 2002.</font></p>
  </td>
 </tr>
<tr>
  <td valign=top width=9% style="padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">32.3</font></p>
  </td>
 <td valign=bottom width=1% style="padding:0in 0in 0in 0in;">
  <p style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=90% style="padding:0in 0in 0in 0in;">
  <p style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Certification
  of Chief Financial Officer pursuant to 18 U.S.C. &#167;1350, as adopted pursuant
  to Section 906 of the Sarbanes-Oxley Act of 2002.</font></p>
  </td>
 </tr>
</table></div>



<p style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face=Calibri,sans-serif lang=EN-US style="font-size:11.0pt;line-height:115%;">&#160;&nbsp;</font></p>


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<p align=center style="border:none;margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">&nbsp;</font></font></p>

<p align=center style="border:none;margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">61</font></font></p>


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<p style="border:none;margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;"><font style="border:none;"><font face=Calibri,sans-serif lang=EN-US style="font-size:11.0pt;line-height:115%;">&nbsp;</font></font></p>


</DIV>
<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;text-align:center;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:115%;">SIGNATURES</font></b></font></p>

<p style="border:none;margin:0in;margin-bottom:10.0pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Pursuant to the
requirements of the Securities Exchange Act of 1934, the registrant has duly
caused this report to be signed on its behalf by the undersigned, thereunto
duly authorized.</font></font></p>

<p style="border:none;margin:0in;margin-bottom:10.0pt;text-align:justify;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Date: November 12, 2014</font></font></p>

<p style="border:none;margin:0in;margin-bottom:10.0pt;"><a name=Sigs></a><a name="Sigs_bclEnd"></a><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">C&#298;ON
Investment Corporation<br>
(Registrant)</font></font></p>

<p style="border:none;margin:0in;margin-bottom:10.0pt;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">By:&#160; </font><u><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">/s/ Michael A. Reisner<br>
</font></u><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&#160;&#160;&#160;&#160;&#160;&#160;&#160; Michael A. Reisner<br>
&#160;&#160;&#160;&#160;&#160;&#160;&#160; Co-Chief Executive Officer and Co-President<br>
&#160;&#160;&#160;&#160;&#160;&#160;&#160; </font><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">(Principal Executive Officer)</font></i></font></p>

<p style="border:none;margin:0in;margin-bottom:10.0pt;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">By:&#160; </font><u><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">/s/ Mark Gatto<br>
</font></u><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&#160;&#160;&#160;&#160;&#160;&#160;&#160; Mark Gatto<br>
&#160;&#160;&#160;&#160;&#160;&#160;&#160; Co-Chief Executive Officer and Co-President<br>
&#160;&#160;&#160;&#160;&#160;&#160;&#160; </font><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">(Principal Executive Officer)</font></i></font></p>

<p style="border:none;margin:0in;margin-bottom:10.0pt;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">By:&#160; </font><u><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">/s/ Keith S. Franz<br>
</font></u><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&#160;&#160;&#160;&#160;&#160;&#160;&#160; Keith S. Franz<br>
&#160;&#160;&#160;&#160;&#160;&#160;&#160; Chief Financial Officer<br>
&#160;&#160;&#160;&#160;&#160;&#160;&#160; </font><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">(Principal Financial and Accounting Officer)</font></i></font></p>




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</DOCUMENT>
<DOCUMENT>
<TYPE>EX-31.1
<SEQUENCE>2
<FILENAME>exhibit31.1.htm
<DESCRIPTION>CERTIFICATION OF CO-CHIEF EXECUTIVE OFFICER PURSUANT TO SECTION 302 OF THE SARBANES-OXLEY ACT OF 2002
<TEXT>

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<p style="margin:0in;margin-bottom:.0001pt;tab-stops:center 3.25in right 6.5in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;">&nbsp;</font></p>


</DIV>
<p align=right style="margin:0in;margin-bottom:12.0pt;text-align:right;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Exhibit&nbsp;31.1</font></b></p>

<p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">CERTIFICATION OF CO-CHIEF EXECUTIVE OFFICER</font></b></p>

<p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">PURSUANT TO SECTION&nbsp;302 OF THE
SARBANES-OXLEY ACT OF 2002</font></b></p>

<p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;">&nbsp;</font></b></p>

<p style="margin:0in;margin-bottom:12.0pt;text-align:justify;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">I, Michael A. Reisner, certify that:</font></p>

<p style="margin:0in;margin-bottom:12.0pt;margin-left:.5in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:-.25in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">1.&#160;&#160;&#160;&#160; I have reviewed this Quarterly Report on Form&nbsp;10-Q of
C&#298;ON Investment Corporation;</font></p>

<p style="margin:0in;margin-bottom:12.0pt;margin-left:.5in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:-.25in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">2.&#160;&#160;&#160;&#160; 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;</font></p>

<p style="margin:0in;margin-bottom:12.0pt;margin-left:.5in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:-.25in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">3.&#160;&#160;&#160;&#160; 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 and cash flows of the
registrant as of, and for, the periods presented in this report;</font></p>

<p style="margin:0in;margin-bottom:12.0pt;margin-left:.5in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:-.25in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">4.&#160;&#160;&#160;&#160; I am responsible for establishing and maintaining disclosure
controls and procedures (as defined in Exchange Act Rules&nbsp;13a-15(e) and
15d-15(e)) and internal control over financial reporting (as defined in
Exchange Act Rules 13a-15(f) and 15(d)-15(f)) for the registrant and have:</font></p>

<p style="margin:0in;margin-bottom:12.0pt;margin-left:1.0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:-.25in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">(a)&#160;&#160;&#160; Designed such disclosure controls and
procedures, or caused such disclosure controls and procedures to be designed
under my supervision, to ensure that material information relating to the
registrant, including its consolidated
subsidiaries, is made known to me by
others within those entities, particularly during the period in which this report
is being prepared;</font></p>

<p style="margin:0in;margin-bottom:12.0pt;margin-left:1.0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:-.25in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">(b)&#160;&#160; Designed such internal control over financial
reporting, or caused such internal control over financial reporting to be
designed under my 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;</font></p>

<p style="margin:0in;margin-bottom:12.0pt;margin-left:1.0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:-.25in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">(c)&#160;&#160;&#160; Evaluated the effectiveness of the registrant&#8217;s
disclosure controls and procedures and presented in this report my conclusions
about the effectiveness of the disclosure controls and procedures, as of the
end of the period covered by this report based on such evaluation; and</font></p>

<p style="margin:0in;margin-bottom:12.0pt;margin-left:1.0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:-.25in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">(d)&#160;&#160; Disclosed in this report any change in the
registrant&#8217;s internal control over financial reporting that occurred during the
registrant&#8217;s most recent fiscal quarter (the registrant&#8217;s fourth fiscal quarter
in the case of an annual report) that has materially affected, or is reasonably
likely to materially affect, the registrant&#8217;s internal control over financial
reporting; and</font></p>

<p style="margin:0in;margin-bottom:12.0pt;margin-left:.5in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:-.25in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">5.&#160;&#160;&#160;&#160; I have disclosed, based on my most recent evaluation of internal
control over financial reporting, to the registrant&#8217;s auditors and the audit
committee of the registrant&#8217;s board of directors (or persons performing the
equivalent functions):</font></p>

<p style="margin:0in;margin-bottom:12.0pt;margin-left:1.0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:-.25in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">(a)&#160;&#160;&#160; 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&#8217;s
ability to record, process, summarize and report financial information; and</font></p>

<p style="margin:0in;margin-bottom:12.0pt;margin-left:1.0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:-.25in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">(b)&#160;&#160; Any fraud, whether or not material, that involves
management or other employees who have a significant role in the registrant&#8217;s
internal control over financial reporting.</font></p>

<p style="margin:0in;margin-bottom:12.0pt;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Date:
November 12, 2014</font></p>

<p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></p>

<div align=center>

<table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="page-break-inside:avoid;">
  <td valign=top width=49% style="padding:0in .05in 0in .05in;">
  <p style="margin:0in;margin-bottom:1.0pt;margin-left:10.0pt;margin-right:0in;margin-top:0in;text-indent:-10.0pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=51% style="padding:0in .05in 0in .05in;">
  <div style="border:none;border-bottom:solid windowtext 1.0pt;padding:0in 0in 0in 0in;">
  <p style="border:none;margin:0in;margin-bottom:1.0pt;padding:0in;"><font face="Times New Roman,serif" style="font-size:9.0pt;">/s/ Michael A. Reisner</font></p>
  </div>

  <p style="margin:0in;margin-bottom:1.0pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;">Michael
  A. Reisner<br>
  Co-Chief Executive Officer and Co-President</font></p>
  <p style="margin:0in;margin-bottom:1.0pt;"><i><font face="Times New Roman,serif" style="font-size:9.0pt;">(Principal Executive Officer)</font></i></p>
  </td>
 </tr>
<tr style="page-break-inside:avoid;">
  <td valign=top width=49% style="padding:0in .05in 0in .05in;">
  <p style="margin:0in;margin-bottom:1.0pt;margin-left:10.0pt;margin-right:0in;margin-top:0in;text-indent:-10.0pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=51% style="padding:0in .05in 0in .05in;">
  <p style="margin:0in;margin-bottom:1.0pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;">C&#298;ON
  Investment Corporation</font></p>
  </td>
 </tr>
</table>


</div>

<p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></p>




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</DOCUMENT>
<DOCUMENT>
<TYPE>EX-31.2
<SEQUENCE>3
<FILENAME>exhibit31.2.htm
<DESCRIPTION>CERTIFICATION OF CO-CHIEF EXECUTIVE OFFICER PURSUANT TO SECTION 302 OF THE SARBANES-OXLEY ACT OF 2002
<TEXT>

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<p style="margin:0in;margin-bottom:.0001pt;tab-stops:center 3.25in right 6.5in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;">&nbsp;</font></p>


</DIV>
<p align=right style="margin:0in;margin-bottom:12.0pt;text-align:right;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Exhibit&nbsp;31.2</font></b></p>

<p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">CERTIFICATION OF CO-CHIEF EXECUTIVE OFFICER</font></b></p>

<p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">PURSUANT TO SECTION&nbsp;302 OF THE
SARBANES-OXLEY ACT OF 2002</font></b></p>

<p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;">&nbsp;</font></b></p>

<p style="margin:0in;margin-bottom:12.0pt;text-align:justify;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">I, Mark Gatto, certify that:</font></p>

<p style="margin:0in;margin-bottom:12.0pt;margin-left:.5in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:-.25in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">1.&#160;&#160;&#160;&#160; I have reviewed this Quarterly Report on Form&nbsp;10-Q of
C&#298;ON Investment Corporation;</font></p>

<p style="margin:0in;margin-bottom:12.0pt;margin-left:.5in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:-.25in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">2.&#160;&#160;&#160;&#160; 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;</font></p>

<p style="margin:0in;margin-bottom:12.0pt;margin-left:.5in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:-.25in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">3.&#160;&#160;&#160;&#160; 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 and cash flows of the
registrant as of, and for, the periods presented in this report;</font></p>

<p style="margin:0in;margin-bottom:12.0pt;margin-left:.5in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:-.25in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">4.&#160;&#160;&#160;&#160; I am responsible for establishing and maintaining disclosure
controls and procedures (as defined in Exchange Act Rules&nbsp;13a-15(e) and
15d-15(e)) and internal control over financial reporting (as defined in
Exchange Act Rules 13a-15(f) and 15(d)-15(f)) for the registrant and have:</font></p>

<p style="margin:0in;margin-bottom:12.0pt;margin-left:1.0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:-.25in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">(a)&#160;&#160;&#160; Designed such disclosure controls and
procedures, or caused such disclosure controls and procedures to be designed
under my supervision, to ensure that material information relating to the
registrant, including its consolidated
subsidiaries, is made known to me by
others within those entities, particularly during the period in which this report
is being prepared;</font></p>

<p style="margin:0in;margin-bottom:12.0pt;margin-left:1.0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:-.25in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">(b)&#160;&#160; Designed such internal control over financial
reporting, or caused such internal control over financial reporting to be
designed under my 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;</font></p>

<p style="margin:0in;margin-bottom:12.0pt;margin-left:1.0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:-.25in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">(c)&#160;&#160;&#160; Evaluated the effectiveness of the registrant&#8217;s
disclosure controls and procedures and presented in this report my conclusions
about the effectiveness of the disclosure controls and procedures, as of the
end of the period covered by this report based on such evaluation; and</font></p>

<p style="margin:0in;margin-bottom:12.0pt;margin-left:1.0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:-.25in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">(d)&#160;&#160; Disclosed in this report any change in the
registrant&#8217;s internal control over financial reporting that occurred during the
registrant&#8217;s most recent fiscal quarter (the registrant&#8217;s fourth fiscal quarter
in the case of an annual report) that has materially affected, or is reasonably
likely to materially affect, the registrant&#8217;s internal control over financial
reporting; and</font></p>

<p style="margin:0in;margin-bottom:12.0pt;margin-left:.5in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:-.25in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">5.&#160;&#160;&#160;&#160; I have disclosed, based on my most recent evaluation of internal
control over financial reporting, to the registrant&#8217;s auditors and the audit
committee of the registrant&#8217;s board of directors (or persons performing the
equivalent functions):</font></p>

<p style="margin:0in;margin-bottom:12.0pt;margin-left:1.0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:-.25in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">(a)&#160;&#160;&#160; 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&#8217;s
ability to record, process, summarize and report financial information; and</font></p>

<p style="margin:0in;margin-bottom:12.0pt;margin-left:1.0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:-.25in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">(b)&#160;&#160; Any fraud, whether or not material, that involves
management or other employees who have a significant role in the registrant&#8217;s
internal control over financial reporting.</font></p>

<p style="margin:0in;margin-bottom:12.0pt;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Date:
November 12, 2014</font></p>

<p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></p>

<div align=center>

<table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="page-break-inside:avoid;">
  <td valign=top width=49% style="padding:0in .05in 0in .05in;">
  <p style="margin:0in;margin-bottom:1.0pt;margin-left:10.0pt;margin-right:0in;margin-top:0in;text-indent:-10.0pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=51% style="padding:0in .05in 0in .05in;">
  <div style="border:none;border-bottom:solid windowtext 1.0pt;padding:0in 0in 0in 0in;">
  <p style="border:none;margin:0in;margin-bottom:1.0pt;padding:0in;"><font face="Times New Roman,serif" style="font-size:9.0pt;">/s/ Mark Gatto</font></p>
  </div>

  <p style="margin:0in;margin-bottom:1.0pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;">Mark
  Gatto<br>
  Co-Chief Executive Officer and Co-President</font></p>
  <p style="margin:0in;margin-bottom:1.0pt;"><i><font face="Times New Roman,serif" style="font-size:9.0pt;">(Principal Executive Officer)</font></i></p>
  </td>
 </tr>
<tr style="page-break-inside:avoid;">
  <td valign=top width=49% style="padding:0in .05in 0in .05in;">
  <p style="margin:0in;margin-bottom:1.0pt;margin-left:10.0pt;margin-right:0in;margin-top:0in;text-indent:-10.0pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=51% style="padding:0in .05in 0in .05in;">
  <p style="margin:0in;margin-bottom:1.0pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;">C&#298;ON
  Investment Corporation</font></p>
  </td>
 </tr>
</table>


</div>

<p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></p>




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</DOCUMENT>
<DOCUMENT>
<TYPE>EX-31.3
<SEQUENCE>4
<FILENAME>exhibit31.3.htm
<DESCRIPTION>CERTIFICATION OF CHIEF FINANCIAL OFFICER PURSUANT TO SECTION 302 OF THE SARBANES-OXLEY ACT OF 2002
<TEXT>

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<p style="margin:0in;margin-bottom:.0001pt;tab-stops:center 3.25in right 6.5in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;">&nbsp;</font></p>


</DIV>
<p align=right style="margin:0in;margin-bottom:12.0pt;text-align:right;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Exhibit&nbsp;31.3</font></b></p>

<p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">CERTIFICATION OF CHIEF FINANCIAL OFFICER</font></b></p>

<p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">PURSUANT TO SECTION&nbsp;302 OF THE
SARBANES-OXLEY ACT OF 2002</font></b></p>

<p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;">&nbsp;</font></b></p>

<p style="margin:0in;margin-bottom:12.0pt;text-align:justify;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">I, Keith S. Franz, certify that:</font></p>

<p style="margin:0in;margin-bottom:12.0pt;margin-left:.5in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:-.25in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">1.&#160;&#160;&#160;&#160; I have reviewed this Quarterly Report on Form&nbsp;10-Q of
C&#298;ON Investment Corporation;</font></p>

<p style="margin:0in;margin-bottom:12.0pt;margin-left:.5in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:-.25in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">2.&#160;&#160;&#160;&#160; 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;</font></p>

<p style="margin:0in;margin-bottom:12.0pt;margin-left:.5in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:-.25in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">3.&#160;&#160;&#160;&#160; 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 and cash flows of the
registrant as of, and for, the periods presented in this report;</font></p>

<p style="margin:0in;margin-bottom:12.0pt;margin-left:.5in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:-.25in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">4.&#160;&#160;&#160;&#160; I am responsible for establishing and maintaining disclosure
controls and procedures (as defined in Exchange Act Rules&nbsp;13a-15(e) and
15d-15(e)) and internal control over financial reporting (as defined in
Exchange Act Rules 13a-15(f) and 15(d)-15(f)) for the registrant and have:</font></p>

<p style="margin:0in;margin-bottom:12.0pt;margin-left:1.0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:-.25in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">(a)&#160;&#160;&#160; Designed such disclosure controls and
procedures, or caused such disclosure controls and procedures to be designed
under my supervision, to ensure that material information relating to the
registrant, including its consolidated
subsidiaries, is made known to me by
others within those entities, particularly during the period in which this report
is being prepared;</font></p>

<p style="margin:0in;margin-bottom:12.0pt;margin-left:1.0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:-.25in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">(b)&#160;&#160; Designed such internal control over financial
reporting, or caused such internal control over financial reporting to be
designed under my 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;</font></p>

<p style="margin:0in;margin-bottom:12.0pt;margin-left:1.0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:-.25in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">(c)&#160;&#160;&#160; Evaluated the effectiveness of the registrant&#8217;s
disclosure controls and procedures and presented in this report my conclusions
about the effectiveness of the disclosure controls and procedures, as of the
end of the period covered by this report based on such evaluation; and</font></p>

<p style="margin:0in;margin-bottom:12.0pt;margin-left:1.0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:-.25in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">(d)&#160;&#160; Disclosed in this report any change in the
registrant&#8217;s internal control over financial reporting that occurred during the
registrant&#8217;s most recent fiscal quarter (the registrant&#8217;s fourth fiscal quarter
in the case of an annual report) that has materially affected, or is reasonably
likely to materially affect, the registrant&#8217;s internal control over financial
reporting; and</font></p>

<p style="margin:0in;margin-bottom:12.0pt;margin-left:.5in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:-.25in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">5.&#160;&#160;&#160;&#160; I have disclosed, based on my most recent evaluation of internal
control over financial reporting, to the registrant&#8217;s auditors and the audit
committee of the registrant&#8217;s board of directors (or persons performing the
equivalent functions):</font></p>

<p style="margin:0in;margin-bottom:12.0pt;margin-left:1.0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:-.25in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">(a)&#160;&#160;&#160; 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&#8217;s
ability to record, process, summarize and report financial information; and</font></p>

<p style="margin:0in;margin-bottom:12.0pt;margin-left:1.0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:-.25in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">(b)&#160;&#160; Any fraud, whether or not material, that involves
management or other employees who have a significant role in the registrant&#8217;s
internal control over financial reporting.</font></p>

<p style="margin:0in;margin-bottom:12.0pt;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Date:
November 12, 2014</font></p>

<p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></p>

<div align=center>

<table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="page-break-inside:avoid;">
  <td valign=top width=49% style="padding:0in .05in 0in .05in;">
  <p style="margin:0in;margin-bottom:1.0pt;margin-left:10.0pt;margin-right:0in;margin-top:0in;text-indent:-10.0pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=51% style="padding:0in .05in 0in .05in;">
  <div style="border:none;border-bottom:solid windowtext 1.0pt;padding:0in 0in 0in 0in;">
  <p style="border:none;margin:0in;margin-bottom:1.0pt;padding:0in;"><font face="Times New Roman,serif" style="font-size:9.0pt;">/s/ Keith S. Franz</font></p>
  </div>

  <p style="margin:0in;margin-bottom:1.0pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;">Keith
  S. Franz<br>
  Chief Financial Officer</font></p>
  <p style="margin:0in;margin-bottom:1.0pt;"><i><font face="Times New Roman,serif" style="font-size:9.0pt;">(Principal Financial and Accounting Officer)</font></i></p>
  </td>
 </tr>
<tr style="page-break-inside:avoid;">
  <td valign=top width=49% style="padding:0in .05in 0in .05in;">
  <p style="margin:0in;margin-bottom:1.0pt;margin-left:10.0pt;margin-right:0in;margin-top:0in;text-indent:-10.0pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=51% style="padding:0in .05in 0in .05in;">
  <p style="margin:0in;margin-bottom:1.0pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;">C&#298;ON
  Investment Corporation</font></p>
  </td>
 </tr>
</table>


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</DOCUMENT>
<DOCUMENT>
<TYPE>EX-32.1
<SEQUENCE>5
<FILENAME>exhibit32.1.htm
<DESCRIPTION>CERTIFICATION OF CO-CHIEF EXECUTIVE OFFICER PURSUANT TO SECTION 906 OF THE SARBANES-OXLEY ACT OF 2002
<TEXT>

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<p style="margin:0in;margin-bottom:.0001pt;tab-stops:center 3.25in right 6.5in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;">&nbsp;</font></p>


</DIV>
<p align=right style="margin:0in;margin-bottom:12.0pt;page-break-after:avoid;text-align:right;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Exhibit&nbsp;32.1</font></b></p>

<p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">CERTIFICATION OF CO-CHIEF EXECUTIVE OFFICER</font></b></p>

<p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&#160;PURSUANT TO 18 U.S.C. SECTION&nbsp;1350,</font></b></p>

<p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">AS ADOPTED PURSUANT TO</font></b></p>

<p align=center style="margin:0in;margin-bottom:12.0pt;text-align:center;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">SECTION&nbsp;906 OF THE SARBANES&#8209;OXLEY ACT
OF&nbsp;2002</font></b></p>

<p style="margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">I, Michael A. Reisner, </font><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Co-Chief Executive Officer and Co-President</font><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">, in connection with the Quarterly Report
of </font><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">C&#298;ON Investment Corporation</font><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;"> (the &#8220;Company&#8221;) on Form 10-Q for the quarter ended September
30, 2014, as filed with the Securities and Exchange Commission on the date
hereof (the &#8220;Quarterly Report&#8221;), certify, pursuant to Section 906 of the
Sarbanes-Oxley Act of 2002, that:</font></p>

<p style="margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.25in;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></p>

<p style="margin:0in;margin-bottom:.0001pt;margin-left:1.0in;text-align:justify;text-indent:-.25in;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">1.&#160;&#160;&#160;&#160; The Quarterly Report
fully complies with the requirements of Section&nbsp;13(a)&nbsp;or
15(d)&nbsp;of the Securities Exchange Act of 1934, as amended; and</font></p>

<p style="margin:0in;margin-bottom:.0001pt;margin-left:1.0in;text-align:justify;text-indent:-.25in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></p>

<p style="margin:0in;margin-bottom:.0001pt;margin-left:1.0in;text-align:justify;text-indent:-.25in;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">2.&#160;&#160;&#160;&#160; The information
contained in the Quarterly Report fairly presents, in all material respects,
the financial condition and results of operations of the Company.</font></p>

<p style="margin:0in;margin-bottom:12.0pt;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></p>

<p style="margin:0in;margin-bottom:12.0pt;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Date:
November 12, 2014</font></p>

<div align=center>

<table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="page-break-inside:avoid;">
  <td valign=top width=42% style="padding:0in .05in 0in .05in;">
  <p style="margin:0in;margin-bottom:1.0pt;margin-left:10.0pt;margin-right:0in;margin-top:0in;text-indent:-10.0pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=58% style="padding:0in .05in 0in .05in;">
  <p style="margin:0in;margin-bottom:1.0pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="page-break-inside:avoid;">
  <td valign=top width=42% style="padding:0in .05in 0in .05in;">
  <p style="margin:0in;margin-bottom:1.0pt;margin-left:10.0pt;margin-right:0in;margin-top:0in;text-indent:-10.0pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=58% style="padding:0in .05in 0in .05in;">
  <div style="border:none;border-bottom:solid windowtext 1.0pt;padding:0in 0in 0in 0in;">
  <p style="border:none;margin:0in;margin-bottom:1.0pt;padding:0in;"><font face="Times New Roman,serif" style="font-size:9.0pt;">/s/ Michael A. Reisner</font></p>
  </div>

  <p style="margin:0in;margin-bottom:1.0pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;">Michael
  A. Reisner<br>
  Co-Chief Executive Officer and Co-President</font></p>
  <p style="margin:0in;margin-bottom:1.0pt;"><i><font face="Times New Roman,serif" style="font-size:9.0pt;">(Principal Executive Officer)</font></i></p>
  </td>
 </tr>
<tr style="page-break-inside:avoid;">
  <td valign=top width=42% style="padding:0in .05in 0in .05in;">
  <p style="margin:0in;margin-bottom:1.0pt;margin-left:10.0pt;margin-right:0in;margin-top:0in;text-indent:-10.0pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=58% style="padding:0in .05in 0in .05in;">
  <p style="margin:0in;margin-bottom:1.0pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;">C&#298;ON
  Investment Corporation</font></p>
  </td>
 </tr>
</table>


</div>

<p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></p>




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<p style="margin:0in;margin-bottom:.0001pt;tab-stops:center 3.25in right 6.5in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;">&nbsp;</font></p>


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</DOCUMENT>
<DOCUMENT>
<TYPE>EX-32.2
<SEQUENCE>6
<FILENAME>exhibit32.2.htm
<DESCRIPTION>CERTIFICATION OF CO-CHIEF EXECUTIVE OFFICER PURSUANT TO SECTION 906 OF THE SARBANES-OXLEY ACT OF 2002
<TEXT>

<html>

<head>
<meta content="text/html; charset=utf-8" />




&nbsp;</head>

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<p style="margin:0in;margin-bottom:.0001pt;tab-stops:center 3.25in right 6.5in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;">&nbsp;</font></p>


</DIV>
<p align=right style="margin:0in;margin-bottom:12.0pt;margin-left:0in;margin-right:.5pt;margin-top:0in;page-break-after:avoid;text-align:right;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Exhibit&nbsp;32.2</font></b></p>

<p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">CERTIFICATION OF CO-CHIEF EXECUTIVE OFFICER</font></b></p>

<p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&#160;PURSUANT TO 18 U.S.C. SECTION&nbsp;1350,</font></b></p>

<p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">AS ADOPTED PURSUANT TO</font></b></p>

<p align=center style="margin:0in;margin-bottom:12.0pt;text-align:center;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">SECTION&nbsp;906 OF THE SARBANES&#8209;OXLEY ACT
OF&nbsp;2002</font></b></p>

<p style="margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">I, Mark Gatto, </font><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Co-Chief Executive Officer and Co-President</font><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">, in connection with the Quarterly Report
of </font><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">C&#298;ON Investment Corporation</font><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;"> (the &#8220;Company&#8221;) on Form 10-Q for the quarter ended
September 30, 2014, as filed with the Securities and Exchange Commission on the
date hereof (the &#8220;Quarterly Report&#8221;), certify, pursuant to Section 906 of the
Sarbanes-Oxley Act of 2002, that:</font></p>

<p style="margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.25in;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></p>

<p style="margin-bottom:0in;margin-left:1.0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:-.25in;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">1.&#160;&#160;&#160;&#160; The Quarterly
Report fully complies with the requirements of Section&nbsp;13(a)&nbsp;or
15(d)&nbsp;of the Securities Exchange Act of 1934, as amended; and</font></p>

<p style="margin:0in;margin-bottom:.0001pt;margin-left:1.0in;text-align:justify;text-indent:-.25in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></p>

<p style="margin-bottom:0in;margin-left:1.0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:-.25in;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">2.&#160;&#160;&#160;&#160; The
information contained in the Quarterly Report fairly presents, in all material
respects, the financial condition and results of operations of the Company.</font></p>

<p style="margin:0in;margin-bottom:12.0pt;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></p>

<p style="margin:0in;margin-bottom:12.0pt;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Date:
November 12, 2014</font></p>

<p style="margin:0in;margin-bottom:12.0pt;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></p>

<div align=center>

<table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="page-break-inside:avoid;">
  <td valign=top width=42% style="padding:0in .05in 0in .05in;">
  <p style="margin:0in;margin-bottom:1.0pt;margin-left:10.0pt;margin-right:0in;margin-top:0in;text-indent:-10.0pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=58% style="padding:0in .05in 0in .05in;">
  <p style="margin:0in;margin-bottom:1.0pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="page-break-inside:avoid;">
  <td valign=top width=42% style="padding:0in .05in 0in .05in;">
  <p style="margin:0in;margin-bottom:1.0pt;margin-left:10.0pt;margin-right:0in;margin-top:0in;text-indent:-10.0pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=58% style="padding:0in .05in 0in .05in;">
  <div style="border:none;border-bottom:solid windowtext 1.0pt;padding:0in 0in 0in 0in;">
  <p style="border:none;margin:0in;margin-bottom:1.0pt;padding:0in;"><font face="Times New Roman,serif" style="font-size:9.0pt;">/s/ Mark Gatto</font></p>
  </div>

  <p style="margin:0in;margin-bottom:1.0pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;">Mark
  Gatto<br>
  Co-Chief Executive Officer and Co-President</font></p>
  <p style="margin:0in;margin-bottom:1.0pt;"><i><font face="Times New Roman,serif" style="font-size:9.0pt;">(Principal Executive Officer)</font></i></p>
  </td>
 </tr>
<tr style="page-break-inside:avoid;">
  <td valign=top width=42% style="padding:0in .05in 0in .05in;">
  <p style="margin:0in;margin-bottom:1.0pt;margin-left:10.0pt;margin-right:0in;margin-top:0in;text-indent:-10.0pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=58% style="padding:0in .05in 0in .05in;">
  <p style="margin:0in;margin-bottom:1.0pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;">C&#298;ON
  Investment Corporation</font></p>
  </td>
 </tr>
</table>


</div>

<p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></p>




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<p style="margin:0in;margin-bottom:.0001pt;tab-stops:center 3.25in right 6.5in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;">&nbsp;</font></p>


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</DOCUMENT>
<DOCUMENT>
<TYPE>EX-32.3
<SEQUENCE>7
<FILENAME>exhibit32.3.htm
<DESCRIPTION>CERTIFICATION OF CHIEF FINANCIAL OFFICER PURSUANT TO SECTION 906 OF THE SARBANES-OXLEY ACT OF 2002
<TEXT>

<html>

<head>
<meta content="text/html; charset=utf-8" />




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<p style="margin:0in;margin-bottom:.0001pt;tab-stops:center 3.25in right 6.5in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;">&nbsp;</font></p>


</DIV>
<p align=right style="margin:0in;margin-bottom:12.0pt;page-break-after:avoid;text-align:right;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Exhibit&nbsp;32.3</font></b></p>

<p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">CERTIFICATION OF CHIEF FINANCIAL OFFICER</font></b></p>

<p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&#160;PURSUANT TO 18 U.S.C. SECTION&nbsp;1350,</font></b></p>

<p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">AS ADOPTED PURSUANT TO</font></b></p>

<p align=center style="margin:0in;margin-bottom:12.0pt;text-align:center;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">SECTION&nbsp;906 OF THE SARBANES&#8209;OXLEY ACT
OF&nbsp;2002</font></b></p>

<p style="margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">I, Keith S. Franz, Chief Financial Officer, in connection with the Quarterly Report
of </font><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">C&#298;ON Investment Corporation</font><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;"> (the &#8220;Company&#8221;) on Form 10-Q for the quarter ended
September 30, 2014, as filed with the Securities and Exchange Commission on the
date hereof (the &#8220;Quarterly Report&#8221;), certify, pursuant to Section 906 of the
Sarbanes-Oxley Act of 2002, that:</font></p>

<p style="margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.25in;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></p>

<p style="margin:0in;margin-bottom:.0001pt;margin-left:1.0in;text-align:justify;text-indent:-.25in;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">1.&#160;&#160;&#160;&#160; The Quarterly Report
fully complies with the requirements of Section&nbsp;13(a)&nbsp;or
15(d)&nbsp;of the Securities Exchange Act of 1934, as amended; and</font></p>

<p style="margin:0in;margin-bottom:.0001pt;margin-left:1.0in;text-align:justify;text-indent:-.25in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></p>

<p style="margin:0in;margin-bottom:.0001pt;margin-left:1.0in;text-align:justify;text-indent:-.25in;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">2.&#160;&#160;&#160;&#160; The information
contained in the Quarterly Report fairly presents, in all material respects,
the financial condition and results of operations of the Company.</font></p>

<p style="margin:0in;margin-bottom:12.0pt;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></p>

<p style="margin:0in;margin-bottom:12.0pt;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Date:
November 12, 2014</font></p>

<p style="margin:0in;margin-bottom:12.0pt;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></p>

<div align=center>

<table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="page-break-inside:avoid;">
  <td valign=top width=42% style="padding:0in .05in 0in .05in;">
  <p style="margin:0in;margin-bottom:1.0pt;margin-left:10.0pt;margin-right:0in;margin-top:0in;text-indent:-10.0pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=58% style="padding:0in .05in 0in .05in;">
  <p style="margin:0in;margin-bottom:1.0pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="page-break-inside:avoid;">
  <td valign=top width=42% style="padding:0in .05in 0in .05in;">
  <p style="margin:0in;margin-bottom:1.0pt;margin-left:10.0pt;margin-right:0in;margin-top:0in;text-indent:-10.0pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=58% style="padding:0in .05in 0in .05in;">
  <div style="border:none;border-bottom:solid windowtext 1.0pt;padding:0in 0in 0in 0in;">
  <p style="border:none;margin:0in;margin-bottom:1.0pt;padding:0in;"><font face="Times New Roman,serif" style="font-size:9.0pt;">/s/ Keith S. Franz</font></p>
  </div>

  <p style="margin:0in;margin-bottom:1.0pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;">Keith
  S. Franz<br>
  Chief Financial Officer</font><i><font face="Times New Roman,serif" style="font-size:9.0pt;"> &nbsp;</font></i></p>
  <p style="margin:0in;margin-bottom:1.0pt;"><i><font face="Times New Roman,serif" style="font-size:9.0pt;">(Principal Financial and Accounting Officer)</font></i></p>
  </td>
 </tr>
<tr style="page-break-inside:avoid;">
  <td valign=top width=42% style="padding:0in .05in 0in .05in;">
  <p style="margin:0in;margin-bottom:1.0pt;margin-left:10.0pt;margin-right:0in;margin-top:0in;text-indent:-10.0pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=58% style="padding:0in .05in 0in .05in;">
  <p style="margin:0in;margin-bottom:1.0pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;">C&#298;ON
  Investment Corporation</font></p>
  </td>
 </tr>
</table>


</div>

<p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></p>




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