<SEC-DOCUMENT>0001534254-15-000141.txt : 20151113
<SEC-HEADER>0001534254-15-000141.hdr.sgml : 20151113
<ACCEPTANCE-DATETIME>20151113163352
ACCESSION NUMBER:		0001534254-15-000141
CONFORMED SUBMISSION TYPE:	497
PUBLIC DOCUMENT COUNT:		3
FILED AS OF DATE:		20151113
DATE AS OF CHANGE:		20151113
EFFECTIVENESS DATE:		20151113

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:		497
		SEC ACT:		1933 Act
		SEC FILE NUMBER:	333-178646
		FILM NUMBER:		151229586

	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>497
<SEQUENCE>1
<FILENAME>body.htm
<DESCRIPTION>PROSPECTUS SUPPLEMENT NO. 13
<TEXT>

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<p align=right style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><a name=CF></a><font face="Times New Roman,serif" style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;line-height:normal;">Filed pursuant to Rule 497</font></b></font></p>

<p align=right style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font face="Times New Roman,serif" style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;line-height:normal;">File No. 333-178646</font></b></font></p>

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

<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font face="Times New Roman,serif" style="border:none;"><img alt="http:::www.sec.gov:Archives:edgar:data:1534254:000094798614000109:cion.jpg" height=123 src="maindocument001x0x0.jpg" width=90></font></p>

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

<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font face="Times New Roman,serif" style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;line-height:normal;">&nbsp;</font></b></font></p>

<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font face="Times New Roman,serif" style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;line-height:normal;">C&#298;ON INVESTMENT
CORPORATION</font></b></font></p>

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

<p align=center style="border:none;margin-bottom:12.0pt;margin-left:0in;margin-right:0in;margin-top:0in;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;">Supplement No.&nbsp;13&nbsp;dated&nbsp;November 13, 2015</font></font></p>

<p align=center style="border:none;margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;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;">To</font></font></p>

<p align=center style="border:none;margin-bottom:12.0pt;margin-left:0in;margin-right:0in;margin-top:0in;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;">Prospectus dated April 23, 2015</font></font></p>

<p style="border:none;margin-bottom:12.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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;">This supplement contains information
that amends, supplements or modifies certain information contained in the
accompanying prospectus of C&#298;ON Investment Corporation dated April 23,
2015, as previously supplemented and&nbsp;amended&nbsp;(as so supplemented
and&nbsp;amended, the &#8220;Prospectus&#8221;). This supplement is part of, and should be
read in conjunction with, the Prospectus. The Prospectus has been filed with
the U.S. Securities and Exchange Commission, and is available free of charge at
www.sec.gov or by calling (877) 822-4276. Capitalized terms used in this
supplement have the same meanings as in the Prospectus, unless otherwise stated
herein.</font></font></p>

<p style="border:none;margin-bottom:12.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Before investing in shares
of our common stock, you should read carefully the Prospectus and this
supplement and consider carefully our investment objective, risks, charges and
expenses. You should also carefully consider the &#8220;Risk Factors&#8221; beginning on
page 30 of the Prospectus before you decide to invest in our common stock.</font></i></font></p>

<p align=center style="border:none;margin-bottom:12.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font face="Times New Roman,serif" style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">STATUS OF OUR CONTINUOUS PUBLIC OFFERING</font></b></font></p>

<p style="border:none;margin-bottom:12.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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;">Since commencing our continuous public
offering&nbsp;on July 2, 2012 and through November 11, 2015,&nbsp;we received and
accepted subscriptions in our offering for&nbsp;92,922,216 shares of our common
stock at an average price per share of $10.29, for corresponding gross proceeds
of $956,332,168, including shares purchased by our affiliates and shares
repurchased pursuant to our share&nbsp;repurchase program&nbsp;but excluding
shares issued pursuant to and proceeds from our second amended and restated
distribution reinvestment plan.</font></font></p>

<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font face="Times New Roman,serif" style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">QUARTERLY REPORT ON
FORM 10-Q</font></b></font></p>

<p align=center style="border:none;margin-bottom:12.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font face="Times New Roman,serif" style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">FOR THE QUARTERLY PERIOD ENDED SEPTEMBER
30, 2015</font></b></font></p>

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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;">On
November 13, 2015, we filed our Quarterly Report on Form 10-Q for the quarterly
period ended September 30, 2015 with the SEC, a copy of which is appended
hereto.</font></font></p>

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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 style="border:none;margin-bottom:12.0pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font face="Times New Roman,serif" style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">This
supplement amends the indicated sections of the Prospectus as follows:</font></b></font></p>

<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;page-break-after:avoid;text-align:center;"><font face="Times New Roman,serif" style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">QUESTIONS
AND ANSWERS ABOUT THIS OFFERING</font></b></font></p>

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><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 style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face="Times New Roman,serif" style="border:none;"><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">The first, second and third
sentences in the section entitled &#8220;Questions and Answers About this Offering &#8211;
Q: Who will choose which investments to make?&#8221; on page 26 of the Prospectus, as
amended by Supplement No. 2 dated May 13, 2015, are hereby replaced in their
entirety with the following: </font></i></font></p>

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><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 style="border:none;margin-bottom:12.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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;">A: All decisions to make new investments
will be made by and be the sole responsibility of CIM and will require the
unanimous approval of its investment committee. The current members of CIM&#8217;s
investment committee are Messrs. Gatto, Reisner and Giovani. </font></font></p>

<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;page-break-after:avoid;text-align:center;"><font face="Times New Roman,serif" style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">INVESTMENT
OBJECTIVE AND STRATEGY</font></b></font></p>

<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;page-break-after:avoid;text-align:center;"><font face="Times New Roman,serif" style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></font></p>

<p style="border:none;margin-bottom:12.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face="Times New Roman,serif" style="border:none;"><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">The first and second sentences in the fourth paragraph in the
section entitled &#8220;Investment Objective and Strategy &#8211; About CIM&#8221; on page 99 of
the Prospectus, as amended by Supplement No. 2 dated May 13, 2015, are hereby
replaced in their entirety with the following:</font></i></font></p>

<p style="border:none;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" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">All decisions to make new investments will require the unanimous
approval of CIM&#8217;s investment committee, which committee is currently comprised
of Messrs. Gatto, Reisner and Giovani.</font></font></p>


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<p style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;tab-stops:center 3.25in right 6.5in;"><font style="border:none;mso-ascii-font-family:Calibri;mso-bidi-font-family:Arial;mso-fareast-font-family:Calibri;mso-hansi-font-family:Calibri;"><font face=Calibri,sans-serif lang=EN-US style="font-size:11.0pt;">&nbsp;</font></font></p>


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<p style="border:none;margin-bottom:12.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font style="border:none;"><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The fourth and fifth sentences in the
section entitled &#8220;Investment Objective and Strategy &#8211; Investment Process &#8211;
Execution &#8211; Approval&#8221; on page 110 of the Prospectus, as amended by Supplement
No. 2 dated May 13, 2015, are hereby replaced in their entirety with the
following:</font></i></font></p>

<p style="border:none;margin-bottom:12.0pt;margin-left:0in;margin-right:0in;margin-top:0in;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 new investment that we make requires the unanimous
approval of the members of CIM&#8217;s investment committee. </font></font></p>

<h1 align=center style="border:none;margin-bottom:12.0pt;margin-left:0in;margin-right:0in;margin-top:0in;page-break-after:avoid;text-align:center;"><font color=windowtext face="Times New Roman,serif" style="border:none;"><b><font color=windowtext face="Times New Roman,serif" style="font-size:9.0pt;">MANAGEMENT</font></b></font></h1>

<h1 style="border:none;margin-bottom:12.0pt;margin-left:0in;margin-right:0in;margin-top:0in;page-break-after:avoid;text-align:justify;text-indent:.5in;"><font color=windowtext face="Times New Roman,serif" style="border:none;"><font color=windowtext face="Times New Roman,serif" style="font-size:9.0pt;font-weight:normal;">Any and all references in the Prospectus to &#8220;Sean Connor&#8221;
or &#8220;Connor&#8221; shall be deleted in their entirety, including, without limitation,
references to &#8220;Sean Connor&#8221; or &#8220;Connor&#8221; (i) as forming part of the senior
management team of CIM; (ii) as serving as one of our executive officers in the
capacity of Managing Director; and (iii) his biographical information on page
129 of the Prospectus. </font></font></h1>

<h1 align=center style="border:none;margin-bottom:12.0pt;margin-left:0in;margin-right:0in;margin-top:0in;page-break-after:avoid;text-align:center;"><font color=windowtext face="Times New Roman,serif" style="border:none;"><b><font color=windowtext face="Times New Roman,serif" style="font-size:9.0pt;">PORTFOLIO
MANAGEMENT</font></b></font></h1>

<p style="border:none;margin-bottom:12.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font style="border:none;"><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The first paragraph in the section entitled &#8220;Portfolio Management&#8221; on
page 133 of the Prospectus, as amended by Supplement No. 2 dated May 13, 2015,
is hereby replaced in its entirety with the following:</font></i></font></p>

<p style="border:none;margin-bottom:12.0pt;margin-left:0in;margin-right:0in;margin-top:0in;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 management of our investment portfolio is the
responsibility of CIM and its investment committee, which currently consists of
Mark Gatto and Michael A. Reisner, co-chief executive officers of CIM and
co-chairmen of its investment committee, and Harry Giovani, Managing Director
and Chief Credit Officer of CIM.&#160; For more information regarding the business
experience of Messrs. Gatto, Reisner and Giovani, see &#8220;Management&nbsp;&#8212;&nbsp;Board
of Directors and Executive Officers.&#8221; CIM&#8217;s investment committee must
unanimously approve each new investment that we make. The members of CIM&#8217;s
investment committee will not be employed by us and will receive no
compensation from us in connection with their portfolio management activities.</font></font></p>

<p style="border:none;margin-bottom:12.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font style="border:none;"><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The first paragraph in the section entitled &#8220;Portfolio Management &#8211;
Investment Personnel&#8221; on page 133 of the Prospectus, as amended by Supplement
No. 2 dated May 13, 2015, is hereby replaced in its entirety with the following:</font></i></font></p>

<p style="border:none;margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;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 investment personnel currently consists of the members
of CIM&#8217;s investment committee, Messrs. Gatto, Reisner and Giovani. See
&#8220;Management&nbsp;&#8212;&nbsp;Board of Directors and Executive Officers&#8221; for
biographical information pertaining to Messrs. Gatto, Reisner and Giovani.</font></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:16.0pt;">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:16.0pt;">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>

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  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font face="Times New Roman,serif" style="font-size:16.0pt;">FORM&nbsp;</font></b><b><font color=black face="Times New Roman,serif" style="font-size:16.0pt;">10-Q&nbsp;</font></b></p>
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<p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;">&nbsp;</font></p>

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  <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;">[x]</font></p>
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  <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&nbsp;13 OR
  15(d)&nbsp;OF THE SECURITIES EXCHANGE ACT OF 1934</font></b></p>
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<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,
2015</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=center>

<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=6% 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 face="Times New Roman,serif" style="font-size:9.0pt;">[&#160; ]</font></p>
  </td>
 <td valign=top width=94% 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;">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;">Commission File Number</font><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;"> </font></b><b><u><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">000-54755&nbsp;</font></u></b></p>

<div align=center>

<table border=1 cellpadding=0 cellspacing=0 style="border:none;border-collapse:collapse;width:100%;">
 <tr>
  <td valign=top width=23% style="border:none;padding:0in 5.4pt 0in 5.4pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font face="Times New Roman,serif" style="font-size:16.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=54% style="border:none;border-bottom:solid windowtext 1.0pt;padding:0in 5.4pt 0in 5.4pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font face="Times New Roman,serif" style="font-size:16.0pt;">C&#298;ON Investment Corporation</font></b></p>
  </td>
 <td valign=top width=23% style="border:none;padding:0in 5.4pt 0in 5.4pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font face="Times New Roman,serif" style="font-size:16.0pt;">&nbsp;</font></b></p>
  </td>
 </tr>
<tr>
  <td valign=top width=23% style="border:none;padding:0in 5.4pt 0in 5.4pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=54% style="border:none;padding:0in 5.4pt 0in 5.4pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font face="Times New Roman,serif" style="font-size:9.0pt;">(Exact name of registrant as specified in its
  charter)</font></p>
  </td>
 <td valign=top width=23% style="border:none;padding:0in 5.4pt 0in 5.4pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></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>

<div align=center>

<table border=1 cellpadding=0 cellspacing=0 style="border:none;border-collapse:collapse;width:100%;">
 <tr style="height:12.95pt;">
  <td valign=top width=16% style="border:none;height:12.95pt;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;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=32% style="border:none;border-bottom:solid windowtext 1.0pt;height:12.95pt;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;">Maryland</font></b></p>
  </td>
 <td valign=bottom width=4% style="border:none;height:12.95pt;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;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=32% style="border:none;border-bottom:solid windowtext 1.0pt;height:12.95pt;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;">45-3058280</font></b></p>
  </td>
 <td valign=top width=16% style="border:none;height:12.95pt;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;">&nbsp;</font></b></p>
  </td>
 </tr>
<tr>
  <td valign=top width=16% style="border:none;padding:0in 0in 0in 0in;">
  <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;">&nbsp;</font></p>
  </td>
 <td valign=top width=32% style="border:none;padding:0in 0in 0in 0in;">
  <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:6.0pt;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="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;">&nbsp;</font></p>
  </td>
 <td valign=top width=32% style="border:none;padding:0in 0in 0in 0in;">
  <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:.0001pt;text-align:center;"><font face="Times New Roman,serif" style="font-size:9.0pt;">Identification No.)</font></p>
  </td>
 <td valign=top width=16% style="border:none;padding:0in 0in 0in 0in;">
  <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;">&nbsp;</font></p>
  </td>
 </tr>
<tr>
  <td valign=top width=16% style="border:none;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;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=32% 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;">3 Park Avenue, 36<sup>th</sup> Floor<br>
  New York, New York</font></b></p>
  </td>
 <td valign=bottom width=4% 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;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=32% 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;">&nbsp;</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font face="Times New Roman,serif" style="font-size:9.0pt;">10016</font></b></p>
  </td>
 <td valign=top width=16% style="border:none;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;">&nbsp;</font></b></p>
  </td>
 </tr>
<tr style="height:12.95pt;">
  <td valign=top width=16% style="border:none;height:12.95pt;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;">&nbsp;</font></p>
  </td>
 <td width=32% style="border:none;height:12.95pt;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;">(Address of principal executive offices)</font></p>
  </td>
 <td width=4% style="border:none;height:12.95pt;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;">&nbsp;</font></p>
  </td>
 <td width=32% style="border:none;height:12.95pt;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;">(Zip Code)</font></p>
  </td>
 <td valign=top width=16% style="border:none;height:12.95pt;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;">&nbsp;</font></p>
  </td>
 </tr>
</table>


</div>


<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:9.0pt;">&nbsp;</font></p>

<div align=center>

<table border=1 cellpadding=0 cellspacing=0 style="border:none;border-collapse:collapse;width:100%;">
 <tr style="height:8.1pt;">
  <td valign=top width=23% style="border:none;height:8.1pt;padding:0in 5.4pt 0in 5.4pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=54% style="border:none;border-bottom:solid windowtext 1.0pt;height:8.1pt;padding:0in 5.4pt 0in 5.4pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font face="Times New Roman,serif" style="font-size:9.0pt;">(212)&nbsp;418-4700</font></b></p>
  </td>
 <td valign=top width=23% style="border:none;height:8.1pt;padding:0in 5.4pt 0in 5.4pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 </tr>
<tr>
  <td valign=top width=23% style="border:none;padding:0in 5.4pt 0in 5.4pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=54% style="border:none;padding:0in 5.4pt 0in 5.4pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font face="Times New Roman,serif" style="font-size:9.0pt;">(Registrant&#8217;s telephone number, including area code)</font></p>
  </td>
 <td valign=top width=23% style="border:none;padding:0in 5.4pt 0in 5.4pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr>
  <td valign=top width=23% style="border:none;padding:0in 5.4pt 0in 5.4pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=54% style="border:none;padding:0in 5.4pt 0in 5.4pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=23% style="border:none;padding:0in 5.4pt 0in 5.4pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr>
  <td valign=top width=23% style="border:none;padding:0in 5.4pt 0in 5.4pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=54% style="border:none;border-bottom:solid windowtext 1.0pt;padding:0in 5.4pt 0in 5.4pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font face="Times New Roman,serif" style="font-size:9.0pt;">Not applicable</font></b></p>
  </td>
 <td valign=top width=23% style="border:none;padding:0in 5.4pt 0in 5.4pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr>
  <td valign=top width=23% style="border:none;padding:0in 5.4pt 0in 5.4pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=54% style="border:none;padding:0in 5.4pt 0in 5.4pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font face="Times New Roman,serif" style="font-size:9.0pt;">(Former name, former address and former fiscal year,
  if changed from last report)</font></p>
  </td>
 <td valign=top width=23% style="border:none;padding:0in 5.4pt 0in 5.4pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
</table>


</div>


<p style="margin:0in;margin-bottom:.0001pt;margin-top:12.0pt;text-align:justify;text-indent:.5in;"><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.&nbsp;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160; &nbsp;</font></p>

<p align=right style="margin:0in;margin-bottom:5.0pt;text-align:right;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;Yes [x] No [&#160; ]</font></p>

<p style="margin:0in;margin-bottom:.0001pt;margin-top:5.0pt;text-align:justify;text-indent:.5in;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Indicate by check mark whether the
registrant has submitted </font><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">electronically&nbsp;</font><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;"> and posted on its corporate Website, if any, every
Interactive Data File required to be submitted and posted pursuant to Rule 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:5.0pt;text-align:right;text-indent:.5in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Yes [&#160; ] No [&#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:.5in;"><font color=black 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. See the definitions of &#8220;large accelerated filer,&#8221;
&#8220;accelerated filer&#8221; and &#8220;smaller reporting company&#8221; in Rule 12b-2 of the
Exchange Act.</font></p>

<div align=center>

<table border=1 cellpadding=0 cellspacing=0 style="border:none;border-collapse:collapse;width:100%;">
 <tr style="height:12.95pt;">
  <td valign=top width=6% style="border:none;height:12.95pt;padding:0in 5.4pt 0in 5.4pt;">
  <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 width=58% style="border:none;height:12.95pt;padding:0in 5.4pt 0in 5.4pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;">Large accelerated filer [&#160; ]</font></p>
  </td>
 <td width=36% style="border:none;height:12.95pt;padding:0in 5.4pt 0in 5.4pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;">Accelerated filer [&#160; ]</font></p>
  </td>
 </tr>
<tr style="height:12.95pt;">
  <td valign=top width=6% style="border:none;height:12.95pt;padding:0in 5.4pt 0in 5.4pt;">
  <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 width=58% style="border:none;height:12.95pt;padding:0in 5.4pt 0in 5.4pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;">Non-accelerated filer [x]</font><font face="Times New Roman,serif" style="font-size:9.0pt;"> </font><font face="Times New Roman,serif" style="font-size:9.0pt;">(Do not check if a smaller reporting company)</font></p>
  </td>
 <td width=36% style="border:none;height:12.95pt;padding:0in 5.4pt 0in 5.4pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;">Smaller reporting company [&#160; ]</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;">Indicate by check mark whether the registrant is a
shell company (as defined in Rule&nbsp;12b-2 of the Exchange Act).&nbsp;&nbsp;</font></p>

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

<p style="margin:0in;margin-bottom:5.0pt;margin-left:0in;margin-right:0in;margin-top:5.0pt;text-align:justify;text-indent:.5in;"><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 11, 2015 was 97,072,359. </font></p>

<p style="margin:0in;margin-bottom:5.0pt;margin-left:0in;margin-right:0in;margin-top:5.0pt;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&#160;&nbsp;</font></p>


<DIV bclFooter>


<p style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;tab-stops:center 3.25in right 6.5in;"><font style="border:none;mso-ascii-font-family:Calibri;mso-bidi-font-family:Arial;mso-fareast-font-family:Calibri;mso-hansi-font-family:Calibri;"><font face=Calibri,sans-serif lang=EN-US style="font-size:11.0pt;">&nbsp;</font></font></p>


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</DIV><HR noshade STYLE="page-break-after: always" align="center" width="100%" size=2><a name="page_4"></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-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;tab-stops:center 3.25in right 6.5in;"><font style="border:none;mso-ascii-font-family:Calibri;mso-bidi-font-family:Arial;mso-fareast-font-family:Calibri;mso-hansi-font-family:Calibri;"><font face=Calibri,sans-serif lang=EN-US style="font-size:11.0pt;">&nbsp;</font></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;"><a href="#BS"><u><font color=blue face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">PART I - FINANCIAL 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: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;">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:28.1pt;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;">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:28.1pt;margin-right:0in;margin-top:0in;text-align:justify;"><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:28.1pt;margin-right:0in;margin-top:0in;text-align:justify;"><a href="#NetAsset"><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:28.1pt;margin-right:0in;margin-top:0in;text-align:justify;"><a href="#CashFlow"><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:28.1pt;margin-right:0in;margin-top:0in;text-align:justify;"><a href="#Investments"><u><font color=blue face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Consolidated Schedules 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:28.1pt;margin-right:0in;margin-top:0in;text-align:justify;"><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;">10</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;">40</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;">61</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;">62</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;">63</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;">63</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;">63</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;">63</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;">63</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;">63</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="#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:.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;">64</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;">66</font></p>
  </td>
 </tr>
</table></div>



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<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-add-space:auto;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 style="border:none;mso-ascii-font-family:Calibri;mso-bidi-font-family:Times New Roman;mso-fareast-font-family:Calibri;mso-hansi-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-bottom:6.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font face="Times New Roman,serif" style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">PART I &#8211; FINANCIAL
INFORMATION</font></b></font></p>

<p style="border:none;margin-bottom:6.0pt;margin-left:0in;margin-right:0in;margin-top:6.0pt;"><font face="Times New Roman,serif" style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Item 1. Financial Statements</font></b></font></p>

<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:6.0pt;text-align:center;"><a name=BS></a><font face="Times New Roman,serif" style="border:none;"><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></font></p>

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

<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font face="Times New Roman,serif" style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">(in
thousands, except share and per share amounts)</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 valign=bottom width=65% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=17% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">September 30, </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=17% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">December 31,</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=65% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=17% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2015</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=17% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2014</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=65% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=17% style="border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(unaudited)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td colspan=6 nowrap valign=bottom width=100% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Assets</font></b></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=65% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Investments, at fair value (amortized cost of $709,039 and
  $363,564, respectively)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">702,062</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">361,914</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=65% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Cash</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">12,688</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">9,474</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=65% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Restricted cash</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2,000</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=65% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Due from counterparty(1)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">178,631</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">128,388</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=65% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Receivable for common stock purchased</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">594</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,459</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=65% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">4,843</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2,184</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=65% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Receivable due on total return swap(1)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">6,298</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">4,557</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=65% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Prepaid expenses and other assets</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">442</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">125</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=65% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&#160;&#160;&#160; Total assets</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=15% 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">907,558</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=15% 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">508,101</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=65% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=6 nowrap valign=bottom width=100% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Liabilities and
  Shareholders' Equity</font></b></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=65% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Liabilities</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=65% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">38,414</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">4,106</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=65% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">845</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">515</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td valign=bottom width=65% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Commissions payable for common stock purchased ($292 and $218 to
  C&#298;ON Securities, LLC, respectively)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">872</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">597</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=65% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Accrued management fees</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">4,146</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,031</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=65% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Accrued 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">409</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">570</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=65% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Accrued recoupment of expense reimbursements from IIG(2)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,758</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=65% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Due to IIG - offering, organizational and other costs(3)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">79</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">484</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=65% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Unrealized depreciation on total return swap(1)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">14,116</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">4,409</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=65% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&#160;&#160;&#160; Total liabilities</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;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 style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">60,639</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;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 style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">11,712</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=65% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=65% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Commitments and contingencies (Note 4 and Note 11)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=65% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=65% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Shareholders' Equity</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=65% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Common stock, $0.001 par value; 500,000,000 shares authorized; </font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=65% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&#160;&#160;&#160;&#160; 92,740,834 and 53,818,629 shares issued and outstanding,
  respectively</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">93</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">54</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=65% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Capital in excess of par value</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">868,418</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">502,394</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=65% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Accumulated distributions in excess of net investment income</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(499)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=65% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Accumulated net unrealized depreciation on investments</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(6,977)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(1,650)</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=65% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Accumulated net unrealized depreciation on total return swap(1)</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(14,116)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(4,409)</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=65% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&#160;&#160;&#160; Total shareholders' equity</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">846,919</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">496,389</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=65% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=65% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Total liabilities and shareholders' equity</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">907,558</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">508,101</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=65% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=65% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Net asset value per share of common stock at end of 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">9.13</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">9.22</font></p>
  </td>
 </tr>
<tr style="height:7.5pt;">
  <td nowrap valign=bottom width=65% style="border:none;border-bottom:solid black 1.0pt;height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="border:none;height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="border:none;height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=65% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(1) See Note 7 for a discussion of the Company&#8217;s total return
  swap agreement. </font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=6 valign=bottom width=100% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(2) See Note 4 for a discussion of expense reimbursements from
  ICON Investment Group, LLC, or IIG, and recoupment of expense reimbursements.</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=6 nowrap valign=bottom width=100% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(3) See Note 2 for a discussion of offering, organizational and
  other costs submitted to the Company for reimbursement by IIG and its affiliates.</font></p>
  </td>
 </tr>
</table></div>











<DIV bclFooter>


<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:6.0pt;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;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">See accompanying notes to
consolidated financial statements.</font></font></p>

<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:6.0pt;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;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">1</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">

<DIV bclHeader>


<p align=center style="border:none;margin-bottom:.0001pt;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;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-bidi-font-size:10.0pt;mso-fareast-font-family:Calibri;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">C&#298;ON In<a name=IS></a><a name="IS_bclEnd"></a>vestment Corporation</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:.0001pt;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;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-bidi-font-size:10.0pt;mso-fareast-font-family:Calibri;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Consolidated Statements of
Operations</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:.0001pt;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;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-bidi-font-size:10.0pt;mso-fareast-font-family:Calibri;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">(in thousands, except share and
per share amounts)</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=43% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:24.0pt;">
  <td nowrap valign=bottom width=3% style="height:24.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:24.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=43% style="height:24.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=5 valign=bottom width=25% style="height:24.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Three Months Ended</font></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">September 30,</font></p>
  </td>
 <td valign=bottom width=2% style="height:24.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=5 valign=bottom width=25% style="border:none;border-bottom:solid black 1.0pt;height:24.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Nine Months Ended</font></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">September 30, </font></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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=43% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2015</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=11% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2014</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2015</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap 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 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2014</font></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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=43% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=13% style="border:none;height:12.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(unaudited)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=11% style="border:none;height:12.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(unaudited)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=12% style="border:none;height:12.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(unaudited)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=12% style="border:none;height:12.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(unaudited)</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td colspan=3 nowrap valign=bottom width=48% style="height:12.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Investment income</font></b></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=3 nowrap valign=bottom width=48% style="background:#B7DEE8;height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Interest 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:11.25pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">14,769</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:11.25pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">4,795</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:11.25pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">34,860</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:11.25pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">10,629</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=3 nowrap valign=bottom width=48% style="height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Fee and other income</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">64</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">288</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">805</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">288</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=3 nowrap valign=bottom width=48% style="background:#B7DEE8;height:11.25pt;padding:0in 2.0pt 0in 15.5pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Total investment income</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">14,833</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">5,083</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">35,665</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">10,917</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=43% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=3 nowrap valign=bottom width=48% style="background:#B7DEE8;border:none;border-bottom:none black 1.0pt;height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Operating expenses</font></b></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=3 nowrap valign=bottom width=48% style="border:none;border-bottom:none black 1.0pt;height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Management fees</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:11.25pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">4,146</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:11.25pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,740</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:11.25pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">10,397</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:11.25pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">3,952</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=3 nowrap valign=bottom width=48% style="background:#B7DEE8;border:none;border-bottom:none black 1.0pt;height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Administrative services expense</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:11.25pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">409</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:11.25pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">377</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:11.25pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,283</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:11.25pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,222</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=3 nowrap valign=bottom width=48% style="border:none;border-bottom:none black 1.0pt;height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Capital gains incentive fee(1)</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(1,211)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(497)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:11.25pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:11.25pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">248</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=3 nowrap valign=bottom width=48% style="background:#B7DEE8;border:none;border-bottom:none black 1.0pt;height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Offering, organizational and other costs - IIG(2)</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:11.25pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:11.25pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:11.25pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:11.25pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">592</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=3 nowrap valign=bottom width=48% style="border:none;border-bottom:none black 1.0pt;height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">General and administrative(3)</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:11.25pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,666</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:11.25pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">867</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:11.25pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">4,987</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:11.25pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2,942</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=3 nowrap valign=bottom width=48% style="background:#B7DEE8;height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Interest expense</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">153</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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 align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">262</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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 align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=3 nowrap valign=bottom width=48% style="height:11.25pt;padding:0in 2.0pt 0in 15.5pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Total expenses </font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;height:11.25pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">5,163</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;height:11.25pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2,487</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;height:11.25pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">16,929</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;height:11.25pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">8,956</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=3 nowrap valign=bottom width=48% style="background:#B7DEE8;height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Expense reimbursements from IIG(4)</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:11.25pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:11.25pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:11.25pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(1,049)</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=3 nowrap valign=bottom width=48% style="height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Recoupment of expense reimbursements from IIG(4)</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,758</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">22</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">4,187</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">622</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=3 nowrap valign=bottom width=48% style="background:#B7DEE8;height:11.25pt;padding:0in 2.0pt 0in 15.5pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Net operating 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">6,921</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2,509</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">21,116</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">8,529</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=3 nowrap valign=bottom width=48% style="height:11.25pt;padding:0in 2.0pt 0in 15.5pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Net investment income</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">7,912</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2,574</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">14,549</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2,388</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=43% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=3 nowrap valign=bottom width=48% style="height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Realized and unrealized (losses) gains</font></b></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=3 nowrap valign=bottom width=48% style="background:#B7DEE8;height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Net realized gain 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:11.25pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">142</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:11.25pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">971</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:11.25pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">717</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:11.25pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,355</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=3 nowrap valign=bottom width=48% style="height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Net change in unrealized depreciation on investments</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(7,758)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(1,630)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(5,327)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(416)</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=3 nowrap valign=bottom width=48% style="background:#B7DEE8;height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Net realized gain on total return swap(5)</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:11.25pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">8,620</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:11.25pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">4,136</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:11.25pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">23,742</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:11.25pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">11,899</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=3 nowrap valign=bottom width=48% style="height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Net change in unrealized depreciation on total return swap(5)</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(12,506)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(1,912)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(9,707)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(1,889)</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=3 valign=bottom width=48% style="background:#B7DEE8;height:11.25pt;padding:0in 2.0pt 0in 15.5pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Total net realized and unrealized (losses) gains</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></sup></p>
  </td>
 <td nowrap valign=bottom width=10% 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(11,502)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></sup></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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></sup></p>
  </td>
 <td nowrap valign=bottom width=9% 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,565</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></sup></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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">9,425</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">10,949</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=43% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=3 nowrap valign=bottom width=48% style="background:#B7DEE8;height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Net (decrease) increase in net assets resulting from operations </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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(3,590)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=9% 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">4,139</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">23,974</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=9% 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">13,337</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=43% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=3 nowrap valign=bottom width=48% style="background:#B7DEE8;height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Per share information&#8212;basic and diluted</font></b></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=43% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=3 nowrap valign=bottom width=48% style="background:#B7DEE8;height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Net (decrease) increase in net assets per share resulting from
  operations</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(0.04)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=9% 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.11</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.33</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=9% 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.46</font></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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=43% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=3 nowrap valign=bottom width=48% style="background:#B7DEE8;height:12.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Weighted average shares of common stock outstanding</font></p>
  </td>
 <td nowrap 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">84,923,397</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">37,849,989</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">72,157,369</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">28,878,907</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=3% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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 style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=43% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=top width=3% style="border:none;height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(1)</font></p>
  </td>
 <td colspan=13 width=97% style="height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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=3% style="height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(2)</font></p>
  </td>
 <td colspan=13 width=97% style="height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">See Note 2 for a discussion of offering, organizational and
  other costs submitted to the Company for reimbursement by IIG and its
  affiliates.</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=top width=3% style="height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(3)</font></p>
  </td>
 <td colspan=13 width=97% style="height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">See Note 10 for details of the Company's general and
  administrative expenses.</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=top width=3% style="height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(4)</font></p>
  </td>
 <td colspan=13 width=97% style="height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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=3% style="height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(5)</font></p>
  </td>
 <td colspan=13 width=97% style="height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">See Note 7 for a discussion of the Company&#8217;s total return swap
  agreement.</font></p>
  </td>
 </tr>
<tr style="height:6.75pt;">
  <td nowrap valign=top width=3% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=2% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=43% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=3% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=10% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=2% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=9% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=2% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=3% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=9% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=3% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=9% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=43% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
</table></div>











<DIV bclFooter>


<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:6.0pt;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;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">See accompanying notes to
consolidated financial statements.</font></font></p>

<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:6.0pt;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;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">2</font></font></p>


</DIV>
</DIV><HR noshade STYLE="page-break-after: always" align="center" width="100%" size=2><a name="page_7"></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-bottom:.0001pt;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;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-bidi-font-size:11.0pt;mso-fareast-font-family:Calibri;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">C&#298;ON Investm<a name=NetAsset></a><a name="NetAsset_bclEnd"></a>ent Corporation</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:.0001pt;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;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-bidi-font-size:11.0pt;mso-fareast-font-family:Calibri;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Consolidated Statements of Changes
in Net Assets</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:.0001pt;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;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-bidi-font-size:11.0pt;mso-fareast-font-family:Calibri;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">(in thousands, except share and
per share amounts)</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=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=64% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Nine Months Ended</font></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">September 30, </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 align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=64% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2015</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2014</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 align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=64% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=15% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(unaudited)</font></p>
  </td>
 <td valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=15% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(unaudited)</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=3 nowrap valign=bottom width=68% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Changes in net assets from operations:</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=66% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Net investment income</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">14,549</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2,388</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=66% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">717</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,355</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=66% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Net change in unrealized depreciation 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(5,327)</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(416)</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=66% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Net realized gain on total return swap(1)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">23,742</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">11,899</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=66% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Net change in unrealized depreciation on total return swap(1)</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(9,707)</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(1,889)</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=64% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Net increase in net assets resulting from operations</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">23,974</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">13,337</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 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Changes in net assets from shareholders' distributions:(2)</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=13% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=13% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=66% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Net investment income</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(14,549)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(2,388)</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=66% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Net realized gain on total return swap</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=13% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=13% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=66% style="height:11.25pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Net interest and other income from TRS portfolio</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(21,997)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(9,795)</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=66% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Net gain on TRS loan sales</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(1,745)</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(2,104)</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=66% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(717)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(1,355)</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=66% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Distributions in excess of net investment income(3)</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(499)</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(189)</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=64% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Net decrease in net assets from shareholders' distributions</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(39,507)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(15,831)</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 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Changes in net assets from capital share transactions:</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=13% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=13% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=66% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Issuance of common stock, net of issuance costs of $34,420 and
  $24,028, respectively</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">350,445</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">246,454</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=66% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Reinvestment of shareholder distributions</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">20,704</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">7,620</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=66% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Repurchase of common stock</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(5,086)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(193)</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=64% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Net increase in net assets resulting from capital share
  transactions</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">366,063</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">253,881</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=64% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Total increase in net assets</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">350,530</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">251,387</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=3 nowrap valign=bottom width=68% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Net assets at beginning of period</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">496,389</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">144,571</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 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Net assets at end of period</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">846,919</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">395,958</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=64% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=13% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=13% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Net asset value per share of common stock at end of period</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">9.13</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">9.31</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=3 nowrap valign=bottom width=68% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Shares of common stock outstanding at 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">92,740,834</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">42,532,137</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=64% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=3 nowrap valign=bottom width=68% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Distributions in excess of net investment income at end of
  period(3)</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(499)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(689)</font></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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=64% style="border:none;border-bottom:solid black 1.0pt;height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=2 nowrap valign=top width=4% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(1) </font></p>
  </td>
 <td nowrap valign=top width=64% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">See Note 7 for a discussion of the Company&#8217;s total return swap
  agreement. </font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></sup></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></sup></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></sup></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=2 nowrap valign=top width=4% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(2)</font></p>
  </td>
 <td colspan=6 valign=top width=96% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">This table presents changes in net assets from shareholders'
  distributions on a GAAP basis. 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 colspan=2 nowrap valign=top width=4% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(3)</font></p>
  </td>
 <td colspan=6 valign=top width=96% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Distributions in excess of net investment income represent
  certain expenses, which are not deductable on a tax-basis.&#160; Unearned capital
  gains incentive fees and certain offering expenses reduce GAAP basis net
  investment income, but do not reduce tax basis net investment income. These
  tax-related adjustments represent additional net investment income available
  for distribution for tax purposes.</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=64% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=13% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=13% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
</table></div>











<DIV bclFooter>


<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:6.0pt;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;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">See accompanying notes to
consolidated financial statements.</font></font></p>

<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:6.0pt;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;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">3</font></font></p>


</DIV>
</DIV><HR noshade STYLE="page-break-after: always" align="center" width="100%" size=2><a name="page_8"></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-bottom:.0001pt;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;"><a name="CF_bclEnd"></a><a name="bclpage_0"></a><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Calibri;"><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></font></font></b></p>

<p align=center style="border:none;margin-bottom:.0001pt;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;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Calibri;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Consolidated Statements of Cash Flows</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:6.0pt;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;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Calibri;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">(in thousands)<a name=CashFlow></a><a name="CashFlow_bclEnd"></a></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:11.25pt;">
  <td colspan=4 nowrap valign=bottom width=69% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Nine Months Ended</font></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2015</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2014</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=5% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=58% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=15% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(unaudited)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=14% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(unaudited)</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Operating activities:</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">23,974</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">13,337</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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 align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(710)</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(236)</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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 align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">6,819</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">47,872</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Purchase of investments</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(404,283)</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(304,984)</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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 align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(10,431)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(22,678)</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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 align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">63,847</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">73,307</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Net realized gain on investments</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(717)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(1,355)</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Net unrealized depreciation on investments</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">5,327</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">416</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Net unrealized depreciation on total return swap(1)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">9,707</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,889</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Amortization of deferred financing costs</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">116</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(Increase) decrease in due from counterparty(1)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(50,243)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(59,196)</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(Increase) decrease in reimbursement from IIG, net(2)</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">462</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(Increase) decrease in interest receivable on investments</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(2,659)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(965)</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(Increase) decrease 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 align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(8,094)</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(Increase) decrease in receivable due on total return swap(1)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(1,741)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(930)</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(Increase) decrease in prepaid expenses and other assets</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(155)</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(141)</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Increase (decrease) in payable for investments purchased</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">34,308</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">33,954</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Increase (decrease) in accounts payable and accrued expenses</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">330</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(46)</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Increase (decrease) in accrued management fees</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">3,115</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,740</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Increase (decrease) in accrued administrative services expense</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(161)</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">377</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Increase (decrease) in due to IIG - offering, organizational and
  other costs(3)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(405)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(550)</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Increase (decrease) in accrued recoupment of expense
  reimbursements from IIG(2)</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,758</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">22</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Increase (decrease) in accrued capital gains incentive fee</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">158</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Net cash used in operating activities</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(322,204)</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(225,641)</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=5% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=58% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Financing activities:</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Gross proceeds from issuance of common stock</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">385,730</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">270,482</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Commissions and dealer manager fees paid</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(34,145)</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(24,028)</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Repurchase of common stock</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(5,086)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(193)</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Shareholders' distributions paid(4)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(18,803)</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(6,225)</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Borrowings under revolving credit facility</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">22,000</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Repayment of revolving credit facility</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(22,000)</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Restricted cash</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(2,000)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Deferred financing costs paid</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(278)</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">325,418</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">240,036</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=58% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">3,214</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">14,395</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">9,474</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">450</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">12,688</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">14,845</font></p>
  </td>
 </tr>
<tr style="height:8.25pt;">
  <td nowrap valign=bottom width=3% style="height:8.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:8.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=5% style="height:8.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=58% style="height:8.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:8.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;height:8.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:8.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:8.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;height:8.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Cash paid for interest</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">145</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=3 nowrap valign=bottom width=66% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">20,704</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">7,620</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2,881</font></p>
  </td>
 </tr>
<tr style="height:6.75pt;">
  <td nowrap valign=bottom width=3% style="border:none;border-bottom:solid black 1.0pt;height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;border-bottom:solid black 1.0pt;height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=5% style="border:none;border-bottom:solid black 1.0pt;height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=58% style="border:none;border-bottom:solid black 1.0pt;height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=3% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(1) </font></p>
  </td>
 <td colspan=3 nowrap valign=bottom width=66% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">See Note 7 for a discussion of the Company&#8217;s total return swap
  agreement. </font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(2) </font></p>
  </td>
 <td colspan=8 nowrap valign=bottom width=97% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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=bottom width=3% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(3) </font></p>
  </td>
 <td colspan=8 nowrap valign=bottom width=97% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">See Note 2 for a discussion of offering, organizational and
  other costs submitted to the Company for reimbursement by IIG and its
  affiliates.</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(4)</font></p>
  </td>
 <td colspan=8 nowrap valign=bottom width=97% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">See Note 5 for a discussion of the sources of distributions paid
  by the Company.</font></p>
  </td>
 </tr>
<tr style="height:6.75pt;">
  <td nowrap valign=bottom width=3% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></sup></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=5% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=58% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
</table></div>











<DIV bclFooter>


<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:6.0pt;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;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">See accompanying notes to
consolidated financial statements.</font></font></p>

<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:6.0pt;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;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">4</font></font></p>


</DIV>
</DIV><HR noshade STYLE="page-break-after: always" align="center" width="100%" size=2><a name="page_9"></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-bottom:.0001pt;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;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-bidi-font-size:11.0pt;mso-fareast-font-family:Calibri;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">C&#298;ON Investm<a name=Investments></a><a name="Investments_bclEnd"></a>ent Corporation </font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:.0001pt;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;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-bidi-font-size:11.0pt;mso-fareast-font-family:Calibri;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Consolidated Schedule of
Investments (unaudited)</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:.0001pt;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;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-bidi-font-size:11.0pt;mso-fareast-font-family:Calibri;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">September 30, 2015</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:.0001pt;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;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-bidi-font-size:11.0pt;mso-fareast-font-family:Calibri;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">(in thousands)</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:10.5pt;">
  <td colspan=2 nowrap valign=bottom width=37% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Portfolio Company(a)</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Index Rate(b)</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Principal/Par</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Amortized</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Fair</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Value(c)</font></b></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=2 nowrap valign=bottom width=37% style="border:none;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Senior Secured First Lien Debt - 13.0%</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=10% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=10% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=36% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Accruent, LLC, L+625, 1.00% 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">2,970</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">$</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">2,964</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">$</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">2,963</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=36% style="background:white;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">ECI Acquisition Holdings, Inc., L+625, 1.00% LIBOR Floor,
  3/11/2019(d)</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:white;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="background:white;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">High Tech Industries</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:white;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">8,583</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">8,546</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">8,540</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=36% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">F+W Media, Inc., L+725, 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">12,266</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">11,871</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">12,143</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=36% style="background:white;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Ignite Restaurant Group, Inc., L+700, 1.00% LIBOR Floor,
  2/13/2019</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:white;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="background:white;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Beverage, Food &amp; Tobacco</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:white;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">14,850</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">14,675</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">14,701</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=36% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Infogroup Inc., L+600, 1.50% LIBOR Floor, 5/26/2018</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">15,785</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">15,239</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">15,193</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=36% style="background:white;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Intertain Group Ltd., L+650, 1.00% LIBOR Floor, 4/8/2022(g)</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:white;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="background:white;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Hotel, Gaming &amp; Leisure</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:white;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">2,045</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">2,006</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">2,040</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=36% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Nathan's Famous Inc., 10.00%, 3/15/2020(g)</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">None</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">6,000</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">6,000</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">6,337</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=36% style="background:white;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Panda Sherman Power, LLC, L+750, 1.50% LIBOR Floor, 9/14/2018</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:white;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="background:white;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Energy: Electricity</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:white;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">4,253</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">4,223</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3,892</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=36% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Plano Molding Company, LLC, L+600, 1.00% LIBOR Floor, 5/12/2021</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Consumer Goods: Non-Durable</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">10,972</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">10,867</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">10,863</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=36% style="background:white;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Smile Brands Group, Inc., L+625, 1.25% LIBOR Floor, 8/16/2019</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:white;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Prime</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="background:white;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Healthcare &amp; Pharmaceuticals</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:white;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3,683</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3,625</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">2,591</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=36% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Energy: Oil &amp; Gas</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">7,400</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">6,780</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">6,549</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=36% style="background:white;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Studio Movie Grill Holdings, LLC, L+725, 1.00% LIBOR Floor,
  9/10/2018(d)</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:white;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="background:white;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Hotel, Gaming &amp; Leisure</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:white;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">18,390</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">18,279</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">18,390</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=36% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Consumer Goods: Non-Durable</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3,269</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3,229</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3,220</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=36% style="background:white;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">US Joiner Holding Company, L+600, 1.00% LIBOR Floor, 4/16/2020</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:white;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="background:white;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Capital Equipment</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:white;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">2,605</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">2,573</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">2,579</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=2 nowrap valign=bottom width=37% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Total Senior Secured First Lien Debt</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">110,877</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">110,001</font></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td colspan=2 nowrap valign=bottom width=37% style="background:white;height:13.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Senior Secured Second Lien Debt - 55.2%</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=17% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=36% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">ABG Intermediate Holdings 2 LLC, L+850, 1.00% LIBOR Floor,
  5/27/2022(d)</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Retail</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">6,067</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">5,998</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">6,067</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=36% style="background:white;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Access CIG, LLC, L+875, 1.00% LIBOR Floor, 10/17/2022</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:white;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="background:white;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Services: Business</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:white;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">11,245</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">10,776</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">10,964</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=36% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">ALM Media, LLC, L+800, 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">10,344</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">10,167</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">10,137</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=36% style="background:white;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">American Residential Services LLC, L+800, 1.00% LIBOR Floor,
  12/31/2021</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:white;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="background:white;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Construction &amp; Building</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:white;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3,700</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3,668</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3,663</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=36% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">AmWINS Group, LLC, L+850, 1.00% LIBOR Floor, 9/4/2020(h)</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Banking, Finance, Insurance &amp; Real Estate</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3,075</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3,105</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3,090</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=36% style="background:white;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Blue Ribbon, LLC, L+825, 1.00% LIBOR Floor, 11/13/2022(k)</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:white;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="background:white;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Beverage, Food &amp; Tobacco</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:white;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">18,000</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">17,842</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">17,775</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=36% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">C.H.I. Overhead Doors, Inc., L+775, 1.00% LIBOR Floor, 7/31/2023</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">7,000</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">6,965</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">6,930</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=36% style="background:white;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Concentra Inc., L+800, 1.00% LIBOR Floor, 6/1/2023</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:white;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="background:white;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Healthcare &amp; Pharmaceuticals</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:white;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">5,714</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">5,658</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">5,714</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=36% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Deltek, Inc., L+850, 1.00% LIBOR Floor, 6/26/2023</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">11,245</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">11,079</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">11,280</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=36% style="background:white;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Drew Marine Group, Inc., L+700, 1.00% LIBOR Floor, 5/19/2021(g)</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:white;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="background:white;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Chemicals, Plastics &amp; Rubber</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:white;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">9,500</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">9,450</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">9,310</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=36% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">EISI LLC, L+850, 1.00% LIBOR Floor, 9/23/2020(k)</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">20,000</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">19,697</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">19,600</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=36% style="background:white;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Elements Behavioral Health, Inc., L+875, 1.00% LIBOR Floor,
  2/11/2020</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:white;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="background:white;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Healthcare &amp; Pharmaceuticals</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:white;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">5,000</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">4,959</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">4,970</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=36% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Emerald 3 Ltd., L+700, 1.00% LIBOR Floor, 5/16/2022(g)</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3,000</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">2,974</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">2,970</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=36% style="background:white;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Flexera Software LLC, L+700, 1.00% LIBOR Floor, 4/2/2021</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:white;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="background:white;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">High Tech Industries</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:white;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">5,340</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">5,268</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">5,273</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=36% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Fram Group Holdings Inc., L+950, 1.50% LIBOR Floor, 1/29/2018</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Automotive</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">90</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">88</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">50</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=36% style="background:white;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">GCA Services Group, Inc., L+800, 1.25% LIBOR Floor, 11/1/2020(h)</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:white;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">6 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="background:white;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Services: Consumer</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:white;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3,361</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3,352</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3,361</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=36% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Genex Holdings, Inc., L+775, 1.00% LIBOR Floor, 5/30/2022</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">11,410</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">11,331</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">11,210</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=36% style="background:white;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Global Tel*Link Corp., L+775, 1.25% LIBOR Floor, 11/23/2020</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:white;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="background:white;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Telecommunications</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:white;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">9,500</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">9,487</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">9,025</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=36% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">GTCR Valor Companies, Inc., L+850, 1.00% LIBOR Floor, 11/30/2021</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">5,000</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">4,958</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">4,925</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=36% style="background:white;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">H.D. Vest, Inc., L+825, 1.00% LIBOR Floor, 6/18/2019(k)</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:white;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="background:white;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Banking, Finance, Insurance &amp; Real Estate</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:white;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">17,500</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">17,427</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">17,385</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=36% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Hilex Poly Co. LLC, L+875, 1.00% LIBOR Floor, 6/5/2022</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">12,409</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">12,170</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">12,331</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=36% style="background:white;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Infiltrator Water Technologies, LLC, L+875, 1.00% LIBOR Floor,
  5/26/2023</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:white;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="background:white;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Construction &amp; Building</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:white;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">13,917</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">13,711</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">13,847</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=36% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Institutional Shareholder Services Inc., L+750, 1.00% LIBOR
  Floor, 4/30/2022(h)</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">7,860</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">7,775</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">7,585</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=36% style="background:white;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Landslide Holdings, Inc., L+725, 1.00% LIBOR Floor, 2/25/2021</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:white;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="background:white;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Services: Business</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:white;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">9,830</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">9,830</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">9,486</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=36% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Lanyon Solutions, 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">2,273</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">2,264</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">2,151</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=36% style="background:white;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Learfield Communications, Inc., L+775, 1.00% LIBOR Floor,
  10/9/2021</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:white;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="background:white;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Media: Broadcasting &amp; Subscription</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:white;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1,417</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1,406</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1,417</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=36% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3,380</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3,318</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3,135</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=36% style="background:white;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Mitchell International, Inc., L+750, 1.00% LIBOR Floor,
  10/11/2021</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:white;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="background:white;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">High Tech Industries</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:white;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">7,509</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">7,491</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">7,514</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=36% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">MSC.Software Corp., L+750, 1.00% LIBOR Floor, 5/29/2021(h)</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">15,000</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">14,795</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">14,587</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=36% style="background:white;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Navex Global, Inc., L+875, 1.00% LIBOR Floor, 11/18/2022</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:white;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">6 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="background:white;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">High Tech Industries</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:white;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">11,245</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">11,080</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">11,132</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=36% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Onex TSG Holdings II Corp., L+850, 1.00% LIBOR Floor,
  7/31/2023(h)</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">12,249</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">12,126</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">12,187</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=36% style="background:white;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Patterson Medical Supply, Inc., L+775, 1.00% LIBOR Floor,
  8/28/2023</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:white;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="background:white;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Healthcare &amp; Pharmaceuticals</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:white;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">13,500</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">13,365</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">13,433</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=36% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3,469</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3,482</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3,452</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=36% style="background:white;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">PetroChoice Holdings, Inc., L+875, 1.00% LIBOR Floor, 8/21/2023</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:white;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="background:white;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Chemicals, Plastics &amp; Rubber</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:white;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">15,000</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">14,701</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">14,738</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=36% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Pike Corp., L+850, 1.00% LIBOR Floor, 6/22/2022</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Energy: Electricity</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">10,000</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">9,839</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">9,900</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=36% style="background:white;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">PODS, LLC, L+825, 1.00% LIBOR Floor, 2/2/2023</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:white;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="background:white;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Services: Consumer</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:white;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">9,984</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">9,926</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">10,084</font></p>
  </td>
 </tr>
</table></div>











<DIV bclFooter>


<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:6.0pt;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;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">See accompanying notes to
consolidated financial statements.</font></font></p>

<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:6.0pt;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;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">5</font></font></p>


</DIV>
</DIV><HR noshade STYLE="page-break-after: always" align="center" width="100%" size=2><a name="page_10"></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-bottom:.0001pt;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;"><a name=SOI></a><a name="SOI_bclEnd"></a><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-bidi-font-size:11.0pt;mso-fareast-font-family:Calibri;"><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></font></font></b></p>

<p align=center style="border:none;margin-bottom:.0001pt;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;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-bidi-font-size:11.0pt;mso-fareast-font-family:Calibri;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Consolidated Schedule of
Investments (unaudited) (continued)</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:.0001pt;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;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-bidi-font-size:11.0pt;mso-fareast-font-family:Calibri;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">September 30, 2015</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:.0001pt;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;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-bidi-font-size:11.0pt;mso-fareast-font-family:Calibri;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">(in thousands)</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:.25in;">
  <td colspan=2 nowrap valign=bottom width=38% style="border:none;border-bottom:solid black 1.0pt;height:.25in;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Portfolio Company(a)</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:.25in;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Index Rate(b)</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:.25in;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Industry</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:.25in;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Principal/Par</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Amount</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:.25in;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Amortized</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Cost</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:.25in;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Fair</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Value(c)</font></b></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap width=1% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">PSC Industrial Holdings Corp., L+825, 1.00% LIBOR Floor,
  12/5/2021</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Services: Business</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">10,000</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">9,817</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">9,850</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">RP Crown Parent, LLC, L+1000, 1.25% LIBOR Floor, 12/21/2019</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">High Tech Industries</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">5,000</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">4,733</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">4,313</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Telecommunications</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">4,500</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">4,475</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">4,073</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">SI Organization, Inc., L+800, 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Services: Business</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1,511</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1,498</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1,481</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">SMG, L+825, 1.00% LIBOR Floor, 2/27/2021</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Hotel, Gaming &amp; Leisure</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">6,220</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">6,220</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">6,251</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Sterling Midco Holdings, Inc., L+775, 1.00% LIBOR Floor,
  6/19/2023(h)</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Services: Business</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">10,462</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">10,428</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">10,436</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">STG-Fairway Acquisitions, Inc., L+925, 1.00% LIBOR Floor,
  6/30/2023</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Services: Business</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">10,000</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">9,851</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">9,800</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Surgery Center Holdings, Inc., L+750, 1.00% LIBOR Floor,
  11/3/2021</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Healthcare &amp; Pharmaceuticals</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">12,000</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">12,027</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">12,180</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Survey Sampling International, LLC, L+900, 1.00% LIBOR Floor,
  12/16/2021</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Services: Business</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">15,000</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">14,723</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">14,850</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">TASC, Inc., 12.00%, 5/23/2021(g)</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">None</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Services: Business</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">7,332</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">7,116</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">7,460</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Telecommunications Management, LLC, L+800, 1.00% LIBOR Floor,
  10/30/2020</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Media: Broadcasting &amp; Subscription</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1,606</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1,565</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1,582</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">TMK Hawk Parent, Corp., L+750, 1.00% LIBOR Floor, 10/1/2022(k)</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Beverage, Food &amp; Tobacco</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">15,000</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">14,862</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">15,075</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">TransFirst Inc., L+800, 1.00% LIBOR Floor, 11/11/2022(h)</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Banking, Finance, Insurance &amp; Real Estate</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">12,368</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">12,310</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">12,267</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">2 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Healthcare &amp; Pharmaceuticals</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1,985</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">2,016</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1,985</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">U.S. Renal Care, Inc., L+900, 1.25% LIBOR Floor, 1/3/2020</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Healthcare &amp; Pharmaceuticals</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3,486</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3,523</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3,520</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Vestcom International, Inc., L+775, 1.00% LIBOR Floor,
  9/30/2022(k)</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Services: Business</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">15,000</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">14,934</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">14,850</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Wand Intermediate I LP, L+725, 1.00% LIBOR Floor, 9/19/2022(h)</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Automotive</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">16,000</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">15,875</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">15,600</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Winebow Holdings, Inc., L+750, 1.00% LIBOR Floor, 1/2/2022</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Beverage, Food &amp; Tobacco</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">11,987</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">11,685</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">11,568</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=2 nowrap width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Total Senior Secured Second Lien Debt</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=11% 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">469,186</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">467,819</font></p>
  </td>
 </tr>
<tr style="height:15.0pt;">
  <td colspan=4 nowrap valign=bottom width=48% style="background:white;height:15.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Collateralized Securities and Structured Products - Debt - 5.1%</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=17% style="background:white;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:15.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;border:none;height:15.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:white;border:none;border-top:solid black 1.0pt;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;border:none;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;border:none;border-top:solid black 1.0pt;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Deutsche Bank AG Frankfurt CRAFT 2013-1A Class Credit Linked
  Note, L+925, 4/17/2020(g)</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Diversified Financials</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">2,000</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">2,030</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1,980</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap width=1% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="background:white;height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Deutsche Bank AG Frankfurt CRAFT 2013-1X Class Credit Linked
  Note, L+925, 4/17/2020(g)</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=9% style="background:white;height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=17% style="background:white;height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Diversified Financials</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:11.25pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">610</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:white;height:11.25pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">618</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:11.25pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">604</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Deutsche Bank AG Frankfurt CRAFT 2014-1 Class Credit Linked
  Note, L+965, 5/15/2019(g)</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Diversified Financials</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">5,400</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">5,400</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">5,341</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap width=1% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="background:white;height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Deutsche Bank AG Frankfurt CRAFT 2015-2 Class Credit Linked
  Note, L+925, 1/16/2022(g)</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=9% style="background:white;height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=17% style="background:white;height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Diversified Financials</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:11.25pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">15,500</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:white;height:11.25pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">15,500</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:11.25pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">15,225</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Great Lakes CLO 2014-1, Ltd. Class E Notes, L+525,
  4/15/2025(f)(g)</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Diversified Financials</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">5,000</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">4,557</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">4,175</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap width=1% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="background:white;height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Ivy Hill Middle Market Credit Fund VII, Ltd. Class E Notes,
  L+565, 10/20/2025(f)(g)</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=9% style="background:white;height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=17% style="background:white;height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Diversified Financials</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:11.25pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">2,000</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:white;height:11.25pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1,867</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:11.25pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1,863</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">JFIN CLO 2014, Ltd. Class E Notes, L+500, 4/20/2025(f)(g)</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Diversified Financials</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">2,500</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">2,321</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">2,164</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap width=1% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="background:white;height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">JPMorgan Chase Bank, N.A. Credit Linked Note, L+1225,
  12/20/2021(g)</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=9% style="background:white;height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=17% style="background:white;height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Diversified Financials</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:11.25pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">5,000</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:white;height:11.25pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">5,000</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:11.25pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">4,928</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">NXT Capital CLO 2014-1, LLC Class E Notes, L+550,
  4/23/2026(f)(g)</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Diversified Financials</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">7,500</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">7,040</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">6,693</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=4 nowrap width=48% style="background:white;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Total Collateralized Securities and Structured Products - Debt</font></b></p>
  </td>
 <td nowrap width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=17% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:white;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">44,333</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">42,973</font></p>
  </td>
 </tr>
<tr style="height:15.0pt;">
  <td colspan=4 nowrap valign=bottom width=48% style="background:#B7DEE8;height:15.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Collateralized Securities and Structured Products - Equity -
  3.5%</font></b></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=17% style="background:#B7DEE8;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:15.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;border:none;height:15.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;height:15.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Anchorage Capital CLO 2012-1, Ltd. Subordinated Notes, 15.00%
  Estimated Yield, 1/13/2025(g)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(e)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Diversified Financials</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">4,000</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3,335</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">2,890</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="background:#B7DEE8;height:9.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">APIDOS CLO XVI Subordinated Notes, 15.00% Estimated Yield,
  1/19/2025(g)</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:9.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(e)</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:9.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Diversified Financials</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">9,000</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:9.75pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">5,354</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">4,765</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">CENT CLO 19 Ltd. Subordinated Notes, 15.00% Estimated Yield,
  10/29/2025(g)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(e)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Diversified Financials</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">2,000</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1,429</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1,272</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Dryden XXIII Senior Loan Fund Subordinated Notes, 16.00%
  Estimated Yield, 7/17/2023(g)</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(e)</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Diversified Financials</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">9,250</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">5,977</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">5,480</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Galaxy XV CLO Ltd. Class A Subordinated Notes, 15.00% Estimated
  Yield, 4/15/2025(g)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(e)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Diversified Financials</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">4,000</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">2,661</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">2,787</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Ivy Hill Middle Market Credit Fund VII, Ltd. Subordinated Notes,
  16.00% Estimated Yield, 10/20/2025(g)</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(e)</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Diversified Financials</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">2,000</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1,829</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1,651</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Ivy Hill Middle Market Credit Fund IX, Ltd. Subordinated Notes,
  16.00% Estimated Yield, 10/18/2025(g)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(e)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Diversified Financials</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">8,146</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">7,150</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">6,830</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Ivy Hill Middle Market Credit Fund X, Ltd. Subordinated Notes,
  16.00% Estimated Yield, 7/24/2027(g)</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(e)</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Diversified Financials</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">4,760</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">4,235</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">4,112</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=4 nowrap width=48% style="background:white;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Total Collateralized Securities and Structured Products - Equity</font></b></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=17% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:white;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">31,970</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">29,787</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=4 nowrap valign=bottom width=48% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Unsecured Debt -&#160; 3.6%</font></b></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap width=1% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=37% style="height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Alliant Holdings I, L.P., 8.25%, 8/1/2023</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=9% style="height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">None</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=17% style="height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Banking, Finance, Insurance &amp; Real Estate</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:11.25pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">7,255</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:11.25pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">7,238</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:11.25pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">6,992</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=37% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Neptune Finco Corp., 10.125%, 1/15/2023(h)</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">None</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Telecommunications</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">6,347</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">6,351</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">6,423</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=37% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">NFP Corp., 9.00%, 7/15/2021</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">None</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">9,000</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">8,957</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">8,674</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=37% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Radio One, Inc., 9.25%, 2/15/2020</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">None</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Media: Broadcasting &amp; Subscription</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">9,000</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">8,481</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">7,751</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=37% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">TIBCO Software Inc., 11.375%, 12/1/2021</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">None</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">High Tech Industries</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">859</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">865</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">861</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=4 nowrap width=48% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Total Unsecured Debt</font></b></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">31,892</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">30,701</font></p>
  </td>
 </tr>
</table></div>




<DIV bclFooter>


<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:6.0pt;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;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">See accompanying notes to
consolidated financial statements.</font></font></p>

<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:6.0pt;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;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">6</font></font></p>


</DIV>
</DIV><HR noshade STYLE="page-break-after: always" align="center" width="100%" size=2><a name="page_11"></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-bottom:.0001pt;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;"><a name=SOI></a><a name="SOI_bclEnd"></a><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-bidi-font-size:11.0pt;mso-fareast-font-family:Calibri;"><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></font></font></b></p>

<p align=center style="border:none;margin-bottom:.0001pt;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;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-bidi-font-size:11.0pt;mso-fareast-font-family:Calibri;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Consolidated Schedule of
Investments (unaudited) (continued)</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:.0001pt;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;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-bidi-font-size:11.0pt;mso-fareast-font-family:Calibri;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">September 30, 2015</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:.0001pt;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;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-bidi-font-size:11.0pt;mso-fareast-font-family:Calibri;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">(in thousands)</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:22.5pt;">
  <td nowrap valign=bottom width=1% style="height:22.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=36% style="height:22.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:22.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face=Calibri,sans-serif style="font-size:11.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:22.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face=Calibri,sans-serif style="font-size:11.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:22.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="height:22.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:22.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:22.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:22.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:22.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:22.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=8% style="border:none;border-bottom:solid black 1.0pt;height:22.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Amortized</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Cost</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-bottom:solid black 1.0pt;height:22.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:22.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=9% style="border:none;border-bottom:solid black 1.0pt;height:22.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Fair</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Value</font></b></p>
  </td>
 </tr>
<tr style="height:9.0pt;">
  <td colspan=2 nowrap valign=bottom width=37% style="height:9.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Short Term Investments - 2.5%(i)</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=17% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="border:none;height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:9.0pt;">
  <td nowrap width=1% style="background:#B7DEE8;height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=36% style="background:#B7DEE8;height:9.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">First American Treasury Obligations Fund, Class Z Shares(j)</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></sup></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=17% style="background:#B7DEE8;height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=9% style="background:#B7DEE8;height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=8% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:9.0pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">20,781</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=9% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:9.0pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">20,781</font></p>
  </td>
 </tr>
<tr style="height:9.0pt;">
  <td colspan=2 nowrap width=37% style="height:9.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Total Short Term Investments</font></b></p>
  </td>
 <td nowrap width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></sup></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=17% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=9% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="border:none;border-bottom:solid black 1.0pt;height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=8% style="border:none;border-bottom:solid black 1.0pt;height:9.0pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">20,781</font></p>
  </td>
 <td nowrap width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="border:none;border-bottom:solid black 1.0pt;height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=9% style="border:none;border-bottom:solid black 1.0pt;height:9.0pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">20,781</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td colspan=2 nowrap width=37% style="background:#B7DEE8;height:9.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">TOTAL INVESTMENTS - 82.9%</font></b></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td width=17% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=9% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:9.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap width=8% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:9.75pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">709,039</font></b></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:9.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap width=9% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:9.75pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">702,062</font></b></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=2 nowrap width=37% style="background:white;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">OTHER ASSETS IN EXCESS OF LIABILITIES - 17.1%</font></b></p>
  </td>
 <td nowrap width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td width=17% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=9% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:white;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=8% style="background:white;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="background:white;border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap width=9% style="background:white;border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">144,857</font></b></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=2 width=37% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">NET ASSETS - 100%</font></b></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap width=9% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">846,919</font></b></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td colspan=2 nowrap valign=bottom width=37% style="background:white;height:9.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">TOTAL RETURN SWAP - (1.7)%</font></b></p>
  </td>
 <td width=1% style="background:white;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=9% style="background:white;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td width=1% style="background:white;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td width=17% style="background:white;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=1% style="background:white;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=11% style="background:white;border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Notional</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Amount</font></b></p>
  </td>
 <td nowrap width=1% style="background:white;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:white;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=8% style="background:white;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=1% style="background:white;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=11% style="background:white;border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Unrealized Depreciation</font></b></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td width=1% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=36% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=9% 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 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">679,122</font></b></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% 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 2.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(14,116)</font></b></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="background:white;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=red face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=36% style="background:white;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=red face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=red face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=red face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=red face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=17% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=red face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=red face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=red face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:white;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=red face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=red face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=red face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=red face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=red face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=red face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:white;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=red face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 </tr>
</table></div>



<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:9.75pt;">
  <td nowrap valign=top width=4% style="height:9.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">(a) </font></p>
  </td>
 <td valign=top width=96% style="border:none;border-bottom:none black 1.0pt;height:9.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">All of the Company's 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 (g) below. Except for C&#298;ON / Capitala Senior
  Loan Fund I, LLC, the Company does not control and is not an affiliate of any
  of the portfolio companies in its investment portfolio. Unless specifically
  identified, investments do not contain a paid-in-kind, or PIK, interest
  provision.</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=top width=4% style="height:9.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">(b)</font></p>
  </td>
 <td valign=top width=96% style="background:white;border:none;border-bottom:none black 1.0pt;height:9.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">The 1, 2, 3, and 6 month London Interbank Offered Rate, or
  LIBOR, rates were 0.19%, 0.26%, 0.33%, and 0.53%, respectively, as of
  September 30, 2015.&#160; The actual LIBOR rate for each loan listed may not be
  the applicable LIBOR rate as of September 30, 2015, as the loan may have been
  priced or repriced based on a LIBOR rate prior to or subsequent to September
  30, 2015. The prime rate was 3.25% as of September 30, 2015.</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=top width=4% style="height:9.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">(c) </font></p>
  </td>
 <td valign=top width=96% style="background:white;border:none;border-bottom:none black 1.0pt;height:9.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">Fair value determined by the Company&#8217;s board of directors (see
  Note 9). </font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=top width=4% style="height:9.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">(d)</font></p>
  </td>
 <td valign=top width=96% style="background:white;border:none;border-bottom:none black 1.0pt;height:9.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">As discussed in Note 11, the Company was committed, upon the
  satisfaction of certain conditions, to fund an additional $1,207, $1,422, and
  $933 as of September 30, 2015 to ECI Acquisition Holdings, Inc., Studio Movie
  Grill Holdings, LLC, and ABG Intermediate Holdings 2 LLC, respectively.&#160; As
  of November 9, 2015, the Company was committed, upon the satisfaction of
  certain conditions, to fund an additional $1,207, $1,422, and $1,128 to ECI
  Acquisition Holdings, Inc., Studio Movie Grill Holdings, LLC, and ABG
  Intermediate Holdings 2 LLC, respectively.</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=top width=4% style="height:9.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">(e) </font></p>
  </td>
 <td valign=top width=96% style="background:white;border:none;border-bottom:none black 1.0pt;height:9.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">The CLO subordinated notes are considered equity positions in
  the CLO vehicles and are not rated. Equity investments are entitled to
  recurring distributions, which are generally equal to the remaining cash flow
  of the payments made by the underlying vehicle's securities less contractual
  payments to debt holders and expenses. The estimated yield indicated is based
  upon a current projection of the amount and timing of these recurring
  distributions and the estimated amount of repayment of principal upon
  termination. Such projections are periodically reviewed and adjusted, and the
  estimated yield may not ultimately be realized.</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=top width=4% style="height:9.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">(f)</font></p>
  </td>
 <td valign=top width=96% style="background:white;height:9.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">Great Lakes CLO 2014-1 Class E Notes, Ivy Hill Middle Market
  Credit Fund VII Class E Notes and NXT Capital CLO 2014-1 Class E Notes were
  rated Ba2 on Moody's credit scale as of September 30, 2015. JFIN CLO 2014
  Class E Notes were rated BB on S&amp;P's credit scale as of September 30,
  2015.</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=top width=4% style="height:9.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">(g)</font></p>
  </td>
 <td valign=top width=96% style="background:white;height:9.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">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 the company&#8217;s total assets as defined under Section
  55 of the 1940 Act. As of September 30, 2015, 88.5% 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,
  2015.</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=top width=4% style="height:9.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">(h)</font></p>
  </td>
 <td valign=top width=96% style="height:9.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">Position or portion thereof unsettled as of September 30, 2015.</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=top width=4% style="height:9.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">(i)</font></p>
  </td>
 <td valign=top width=96% style="height:9.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">Short term investments represent an investment in a fund that
  invests in highly liquid investments with average original maturity dates of
  three months or less.</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=top width=4% style="height:9.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">(j)</font></p>
  </td>
 <td valign=top width=96% style="height:9.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">Effective yield as of September 30, 2015 was &lt;0.01%.</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=top width=4% style="height:9.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">(k)</font></p>
  </td>
 <td valign=top width=96% style="height:9.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">Security or a portion thereof was pledged as collateral
  supporting the amounts outstanding, if any, under the revolving credit
  facility with East West Bank as of September 30, 2015.</font></p>
  </td>
 </tr>
</table></div>











<DIV bclFooter>


<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:6.0pt;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;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">See accompanying notes to
consolidated financial statements.</font></font></p>

<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:6.0pt;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;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">7</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-bottom:.0001pt;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;"><a name="SOI_1"></a><a name="SOI_1_bclEnd"></a><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-bidi-font-size:11.0pt;mso-fareast-font-family:Calibri;"><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></font></font></b></p>

<p align=center style="border:none;margin-bottom:.0001pt;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;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-bidi-font-size:11.0pt;mso-fareast-font-family:Calibri;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Consolidated Schedule of
Investments</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:.0001pt;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;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-bidi-font-size:11.0pt;mso-fareast-font-family:Calibri;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">December 31, 2014</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:6.0pt;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;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-bidi-font-size:11.0pt;mso-fareast-font-family:Calibri;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">(in thousands)</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:.25in;">
  <td colspan=2 nowrap valign=bottom width=41% style="border:none;border-bottom:solid black 1.0pt;height:.25in;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Portfolio Company(a)</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:.25in;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Index Rate(b)</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:.25in;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Industry</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:.25in;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Principal/Par</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Amount</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:.25in;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=8% style="border:none;border-bottom:solid black 1.0pt;height:.25in;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Amortized</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Cost</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:.25in;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=8% style="border:none;border-bottom:solid black 1.0pt;height:.25in;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Fair</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Value(c)</font></b></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=2 nowrap width=41% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Senior Secured First Lien Debt - 13.9%</font></b></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=10% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=18% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap width=10% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap width=8% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap width=8% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=40% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Accruent, LLC, L+625, 1.00% 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">High Tech Industries</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">2,993</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">2,986</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">2,993</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=40% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">ECI Acquisition Holdings, Inc., L+625, 1.00% LIBOR Floor,
  3/11/2019(d)</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">High Tech Industries</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">8,214</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">8,170</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">8,214</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=40% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">6,443</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">6,220</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">6,298</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=40% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Beverage, Food &amp; Tobacco</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">14,963</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">14,753</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">14,814</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=40% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Infogroup Inc., L+600, 1.50% LIBOR Floor, 5/26/2018</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Media: Advertising, Printing &amp; Publishing</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">10,828</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">10,281</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">10,098</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=40% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">SK Spice S.&#193;.R.L, L+825, 1.25% LIBOR Floor, 9/30/2018(g)</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Chemicals, Plastics &amp; Rubber</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1,758</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1,730</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1,745</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=40% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Healthcare &amp; Pharmaceuticals</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">4,871</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">4,782</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">4,746</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=40% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Energy: Oil &amp; Gas</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1,442</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1,429</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1,377</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=40% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Studio Movie Grill Holdings, LLC, L+725, 1.00% LIBOR Floor,
  9/10/2018(d)</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">13,588</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">13,401</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">13,452</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=40% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Consumer Goods: Non-Durable</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1,611</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1,586</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1,571</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=40% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Capital Equipment</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3,955</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3,901</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3,896</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=2 nowrap width=41% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Total Senior Secured First Lien Debt</font></b></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=18% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">69,239</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">69,204</font></p>
  </td>
 </tr>
<tr style="height:15.0pt;">
  <td colspan=2 nowrap valign=bottom width=41% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Senior Secured Second Lien Debt - 49.4%</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=18% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:15.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="border:none;border-top:solid black 1.0pt;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="border:none;border-top:solid black 1.0pt;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=40% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Access CIG, LLC, L+875, 1.00% LIBOR Floor, 10/17/2022</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Services: Business</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">6,400</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">6,018</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">6,048</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=40% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Media: Advertising, Printing &amp; Publishing</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">10,344</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">10,149</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">10,137</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=40% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Construction &amp; Building</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3,700</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3,663</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3,626</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=40% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Blue Ribbon, LLC, L+825, 1.00% LIBOR Floor, 11/13/2022</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Beverage, Food &amp; Tobacco</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">8,000</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">7,900</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">7,900</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=40% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Drew Marine Group, Inc., L+700, 1.00% LIBOR Floor, 5/19/2021(g)</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Chemicals, Plastics &amp; Rubber</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">5,000</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">5,003</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">4,975</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=40% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">EISI LLC, L+850, 1.00% LIBOR Floor, 9/23/2020</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">High Tech Industries</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">20,000</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">19,663</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">19,800</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=40% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Elements Behavioral Health, Inc., L+875, 1.00% LIBOR Floor,
  2/11/2020</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Healthcare &amp; Pharmaceuticals</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">5,000</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">4,955</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">4,970</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=40% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Emerald 3 Limited, L+700, 1.00% LIBOR Floor, 5/16/2022(g)</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Environmental Industries</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">5,000</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">4,952</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">4,850</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=40% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Fram Group Holdings Inc., L+900, 1.50% LIBOR Floor, 1/29/2018</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Automotive</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">90</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">88</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">88</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=40% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Services: Consumer</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">800</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">797</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">792</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=40% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Genex Holdings, Inc., L+775, 1.00% LIBOR Floor, 5/30/2022</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Services: Business</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">9,910</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">9,856</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">9,637</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=40% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Global Tel*Link Corp., L+775, 1.25% LIBOR Floor, 11/23/2020</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Telecommunications</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">9,500</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">9,484</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">9,369</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=40% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">GTCR Valor Companies, Inc., L+850, 1.00% LIBOR Floor, 11/30/2021</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">High Tech Industries</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">5,000</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">4,955</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">4,850</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=40% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Banking, Finance, Insurance &amp; Real Estate</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">854</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">846</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">848</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=40% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Hilex Poly Co. LLC, L+875, 1.00% LIBOR Floor, 6/5/2022</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Containers, Packaging &amp; Glass</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">10,000</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">9,751</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">9,800</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=40% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Services: Business</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">5,860</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">5,834</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">5,772</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=40% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Services: Business</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">9,830</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">9,842</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">9,535</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=40% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Lanyon Solutions, Inc., L+850, 1.00% LIBOR Floor, 11/15/2021</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">High Tech Industries</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">2,273</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">2,263</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">2,216</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=40% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Media: Broadcasting &amp; Subscription</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1,417</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1,405</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1,410</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=40% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Mergermarket USA, Inc., L+650, 1.00% LIBOR Floor, 2/4/2022</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Services: Business</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">2,000</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1,990</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1,895</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=40% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">MSC.Software Corp., L+750, 1.00% LIBOR Floor, 5/29/2021</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">High Tech Industries</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">7,820</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">7,761</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">7,664</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=40% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Navex Global, Inc., L+875, 1.00% LIBOR Floor, 11/18/2022</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Services: Business</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">8,000</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">7,841</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">7,880</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=40% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Chemicals, Plastics &amp; Rubber</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">2,441</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">2,459</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">2,387</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=40% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Pike Corp., L+850, 1.00% LIBOR Floor, 6/22/2022</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Energy: Electricity</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">6,000</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">5,850</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">5,932</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=40% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">PSC Industrial Holdings Corp., L+825, 1.00% LIBOR Floor,
  12/5/2021</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Services: Business</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">10,000</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">9,800</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">9,850</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=40% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Telecommunications</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">4,500</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">4,472</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">4,444</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=40% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Services: Business</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1,511</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1,497</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1,496</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=40% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Hotel, Gaming &amp; Leisure</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">6,220</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">6,220</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">6,251</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=40% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Survey Sampling International, LLC, L+900, 1.00% LIBOR Floor,
  12/16/2021</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Services: Business</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">15,000</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">14,701</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">14,738</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=40% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">TASC, Inc., 12.00%, 5/23/2021(h)</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Services: Business</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">7,332</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">7,099</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">7,497</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=40% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Telecommunications Management, LLC, L+800, 1.00% LIBOR Floor,
  10/30/2020</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Media: Broadcasting &amp; Subscription</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">675</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">671</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">667</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=40% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">TMK Hawk Parent, Corp., L+750, 1.00% LIBOR Floor, 10/1/2022</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Beverage, Food &amp; Tobacco</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">15,000</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">14,852</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">14,925</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=40% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">TransFirst Inc., L+800, 1.00% LIBOR Floor, 11/11/2022</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Banking, Finance, Insurance &amp; Real Estate</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">7,087</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">7,016</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">7,019</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=40% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Healthcare &amp; Pharmaceuticals</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">486</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">492</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">487</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=40% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Vestcom International, Inc., L+775, 1.00% LIBOR Floor, 9/30/2022</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Services: Business</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">15,000</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">14,927</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">14,775</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=40% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Automotive</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">14,000</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">13,899</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">14,035</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=40% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Beverage, Food &amp; Tobacco</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">5,488</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">5,494</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">5,323</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=40% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Aerospace &amp; Defense</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1,435</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1,429</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1,370</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=2 nowrap width=41% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Total Senior Secured Second Lien Debt</font></b></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">245,894</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">245,258</font></p>
  </td>
 </tr>
</table></div>











<DIV bclFooter>


<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:6.0pt;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;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">See accompanying notes to
consolidated financial statements.</font></font></p>

<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:6.0pt;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;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">8</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">

<DIV bclHeader>


<p align=center style="border:none;margin-bottom:.0001pt;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;"><a name="SOI_2"></a><a name="SOI_2_bclEnd"></a><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-bidi-font-size:11.0pt;mso-fareast-font-family:Calibri;"><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></font></font></b></p>

<p align=center style="border:none;margin-bottom:.0001pt;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;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-bidi-font-size:11.0pt;mso-fareast-font-family:Calibri;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Consolidated Schedule of
Investments (continued)</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:.0001pt;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;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-bidi-font-size:11.0pt;mso-fareast-font-family:Calibri;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">December 31, 2014</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:6.0pt;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;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-bidi-font-size:11.0pt;mso-fareast-font-family:Calibri;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">(in thousands)</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:.25in;">
  <td colspan=2 nowrap valign=bottom width=41% style="border:none;border-bottom:solid black 1.0pt;height:.25in;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Portfolio Company(a)</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:.25in;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Index Rate(b)</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:.25in;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Industry</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:.25in;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Principal/Par</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Amount</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:.25in;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=8% style="border:none;border-bottom:solid black 1.0pt;height:.25in;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Amortized</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Cost</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:.25in;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=8% style="border:none;border-bottom:solid black 1.0pt;height:.25in;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Fair</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Value(c)</font></b></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=2 nowrap valign=bottom width=41% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Collateralized Securities and Structured Products - Debt - 5.6%</font></b></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=10% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=18% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=8% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=6% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=6% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=40% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Deutsche Bank AG Frankfurt CRAFT 2013-1A Class Credit Linked
  Note, L+925, 4/17/2020(g)</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=18% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Diversified Financials</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">2,000</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">2,035</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1,999</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=40% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Deutsche Bank AG Frankfurt CRAFT 2013-1X Class Credit Linked
  Note, L+925, 4/17/2020(g)</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Diversified Financials</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">610</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">620</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">610</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=40% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Deutsche Bank AG Frankfurt CRAFT 2014-1 Class Credit Linked
  Note, L+965, 5/15/2019(g)</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=18% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Diversified Financials</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">5,400</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">5,400</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">5,400</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=40% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Great Lakes CLO 2014-1, Ltd. Class E Notes, L+525,
  4/15/2025(f)(g)</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Diversified Financials</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">5,000</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">4,522</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">4,325</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=40% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Ivy Hill Middle Market Credit Fund VII, Ltd. Class E Notes,
  L+565, 10/20/2025(f)(g)</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=18% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Diversified Financials</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">2,000</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1,860</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1,815</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=40% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">JFIN CLO 2014, Ltd. Class E Notes, L+500, 4/20/2025(f)(g)</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Diversified Financials</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">2,500</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">2,308</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">2,168</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=40% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">JPMorgan Chase Bank, N.A. Credit Linked Note, L+1,225,
  12/20/2021(g)</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=18% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Diversified Financials</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">5,000</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">5,000</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">5,048</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=40% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">NXT Capital CLO 2014-1, LLC, Class E Notes, L+550,
  4/23/2026(f)(g)</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Diversified Financials</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">7,500</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">7,007</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">6,600</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=2 nowrap width=41% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Total Collateralized Securities and Structured Products - Debt</font></b></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=18% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">28,752</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">27,965</font></p>
  </td>
 </tr>
<tr style="height:15.0pt;">
  <td colspan=4 nowrap valign=bottom width=52% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Collateralized Securities and Structured Products - Equity -
  1.8%</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=18% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="border:none;border-top:solid black 1.0pt;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="border:none;border-top:solid black 1.0pt;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=40% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Ivy Hill Middle Market Credit Fund IX, Ltd. Subordinated Notes,
  14% Estimated Yield, 10/18/2025(g)</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(e)</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Diversified Financials</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">8,146</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">7,427</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">7,413</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=40% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Ivy Hill Middle Market Credit Fund VII, Ltd. Subordinated Notes,
  14% Estimated Yield, 10/20/2025(g)</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(e)</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=18% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Diversified Financials</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">2,000</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1,902</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1,724</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=2 nowrap valign=bottom width=41% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Total Collateralized Securities and Structured Products - Equity</font></b></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">9,329</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">9,137</font></p>
  </td>
 </tr>
<tr style="height:14.25pt;">
  <td colspan=2 nowrap valign=bottom width=41% style="height:14.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Short Term Investments - 2.1%(i)</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:14.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:14.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:14.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=18% style="height:14.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:14.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:14.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:14.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:14.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:14.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="border:none;border-top:solid black 1.0pt;height:14.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:14.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:14.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="border:none;border-top:solid black 1.0pt;height:14.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=40% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">First American Treasury Obligations Fund, Class Z Shares(j)</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">10,350</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=6% 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">10,350</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=6% 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">10,350</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=2 nowrap width=41% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Total Short Term Investments</font></b></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=18% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=8% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=6% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">10,350</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=6% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">10,350</font></p>
  </td>
 </tr>
<tr style="height:15.0pt;">
  <td colspan=2 nowrap valign=bottom width=41% style="background:#B7DEE8;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">TOTAL INVESTMENTS - 72.9%</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=10% style="background:#B7DEE8;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=18% style="background:#B7DEE8;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:15.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:15.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:15.0pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">363,564</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:15.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:15.0pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">361,914</font></b></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=2 nowrap width=41% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">OTHER ASSETS IN EXCESS OF LIABILITIES - 27.1%</font></b></p>
  </td>
 <td width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td width=18% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=8% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=6% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap width=6% style="border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">134,475</font></b></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=2 width=41% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">NET ASSETS - 100%</font></b></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap width=6% 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">496,389</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td width=40% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td width=18% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=8% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=6% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=6% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 </tr>
<tr style="height:9.0pt;">
  <td colspan=2 nowrap valign=bottom width=41% style="background:#B7DEE8;height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">TOTAL RETURN SWAP - (0.9%)</font></b></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td width=10% style="background:#B7DEE8;height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td width=18% style="background:#B7DEE8;height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=10% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Notional</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Amount</font></b></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=6% style="background:#B7DEE8;height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=8% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Unrealized Depreciation</font></b></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td width=1% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=40% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Citibank TRS Facility (see Note 7)</font></p>
  </td>
 <td width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=18% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=2% style="border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="border-bottom:double black 2.25pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">431,979</font></b></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=6% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=6% style="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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(4,409)</font></b></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=bottom width=3% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=97% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=top width=3% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(a) </font></p>
  </td>
 <td valign=top width=97% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">All of the Company's 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 (g) below. The Company
  does not control and is not an affiliate of any of the portfolio companies in
  its investment portfolio. Unless specifically identified, investments do not
  contain a paid-in-kind, or PIK, interest provision.</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=top width=3% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(b)</font></p>
  </td>
 <td valign=top width=97% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">The 1, 3 and 6 month LIBOR rates were 0.17%, 0.26% and 0.36%,
  respectively, as of December 31, 2014.&#160; The actual LIBOR rate for each loan
  listed may not be the applicable LIBOR rate as of December 31, 2014, as the
  loan may have been priced or repriced based on a LIBOR rate prior to or
  subsequent to December 31, 2014.</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=top width=3% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(c) </font></p>
  </td>
 <td valign=top width=97% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Fair value determined by the Company&#8217;s board of directors (see
  Note 9). </font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=top width=3% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(d)</font></p>
  </td>
 <td valign=top width=97% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">As discussed in Note 11, the Company was committed, upon the
  satisfaction of certain conditions, to fund an additional $1,724 and $6,388
  as of December 31, 2014 to ECI Acquisition Holdings, Inc. and Studio Movie
  Grill Holdings, LLC, respectively.&#160; As of March 25, 2015, the Company was
  committed, upon the satisfaction of certain conditions, to fund an additional
  $1,207 and $4,245 to ECI Acquisition Holdings, Inc. and Studio Movie Grill
  Holdings, LLC, respectively.</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=top width=3% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(e) </font></p>
  </td>
 <td valign=top width=97% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">The CLO subordinated notes are considered equity positions in
  the CLO vehicles and are not rated. Equity investments are entitled to
  recurring distributions, which are generally equal to the remaining cash flow
  of the payments made by the underlying vehicle's securities less contractual
  payments to debt holders and expenses. The estimated yield indicated is based
  upon a current projection of the amount and timing of these recurring
  distributions and the estimated amount of repayment of principal upon
  termination. Such projections are periodically reviewed and adjusted, and the
  estimated yield may not ultimately be realized.</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=top width=3% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(f)</font></p>
  </td>
 <td valign=top width=97% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Great Lakes CLO 2014-1 Class E Notes, Ivy Hill Middle Market
  Credit Fund VII Class E Notes and NXT Capital CLO 2014-1 Class E Notes were
  rated Ba2 on Moody's credit scale as of December 31, 2014. JFIN CLO 2014
  Class E Notes were rated BB on S&amp;P's credit scale as of December 31,
  2014.</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=top width=3% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(g)</font></p>
  </td>
 <td valign=top width=97% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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 the company&#8217;s total assets as defined under Section
  55 of the 1940 Act. As of December 31, 2014, 89.3% 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, 86.8% of the
  Company&#8217;s total assets represented qualifying assets as of December 31, 2014.</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=top width=3% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(h)</font></p>
  </td>
 <td valign=top width=97% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Position or portion thereof unsettled as of December 31, 2014.</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=top width=3% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(i)</font></p>
  </td>
 <td valign=top width=97% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Short term investments represent an investment in a fund that
  invests in highly liquid investments with average original maturity dates of
  three months or less.</font></p>
  </td>
 </tr>
<tr style="height:9.0pt;">
  <td nowrap valign=top width=3% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(j)</font></p>
  </td>
 <td valign=top width=97% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Effective yield as of December 31, 2014 was &lt;0.01%.</font></p>
  </td>
 </tr>
<tr style="height:9.0pt;">
  <td nowrap valign=top width=3% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=97% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
</table></div>










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


<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:6.0pt;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;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">See accompanying notes to
consolidated financial statements.</font></font></p>

<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:6.0pt;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;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">9</font></font></p>


</DIV>
</DIV><HR noshade STYLE="page-break-after: always" align="center" width="100%" size=2><a name="page_14"></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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-hyphenate:none;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><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></font></p>

<p align=center style="border:none;margin-bottom:.0001pt;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;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Notes to Consolidated
Financial Statements </font></b></font><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">(unaudited)</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:.0001pt;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;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">September 30, 2015</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:6.0pt;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;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">(in thousands, except share and per share
amounts)</font></b></font></font></b></p>


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

<p style="border:none;margin-bottom:.0001pt;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;">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,
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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:10.0pt;text-align:justify;text-indent:.5in;"><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;">The Company&#8217;s investment objective is to generate current income
and, to a lesser extent, capital appreciation for investors. </font><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">The Company&#8217;s portfolio is comprised primarily of
investments in senior secured debt, including first lien loans, second lien
loans and unitranche loans, and, to a lesser extent, collateralized securities,
structured products and other similar securities and unsecured debt, including
corporate bonds 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:10.0pt;text-align:justify;text-indent:.5in;"><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;">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. </font><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">&nbsp;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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face=Calibri,sans-serif lang=EN-US style="font-size:11.0pt;line-height:normal;">&#160;&nbsp;</font></p>

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font face="Times New Roman,serif" style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Note 2. Summary of Significant Accounting Policies</font></b></font></p>

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

<p style="border:none;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" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">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, 2014 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, 2015.
The consolidated balance sheet and the consolidated schedule of investments as
of December&nbsp;31, 2014 are derived from the 2014 audited consolidated
financial statements and include the accounts of the Company&#8217;s wholly-owned
subsidiaries. The Company does not consolidate its interest in C&#298;ON /
Capitala Senior Loan Fund I, LLC, or CCSLF. See Note 6 for a description of the
Company&#8217;s investment in CCSLF.</font></font></p>

<p style="border:none;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" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">The Company is considered an investment company as defined in
Accounting Standards Update Topic 946, </font><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Financial Services &#8211; Investment
Companies</font></i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">, or ASU Topic 946. Accordingly, the required disclosures as
outlined in ASU Topic 946 are included in the Company&#8217;s consolidated financial
statements.</font></font></p>

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

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

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

<p style="border:none;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" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">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 $20,781 and $10,350 of such investments at
September 30, 2015 and December 31, 2014, respectively, which are included in
investments, at fair value on the accompanying consolidated balance sheets and
on the consolidated schedules of investments.</font></font><font color=black face="Times New Roman,serif" style="border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;"> &nbsp;</font></font></p>


<DIV bclFooter>


<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:6.0pt;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;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">10</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">

<DIV bclHeader>


<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-hyphenate:none;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><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></font></p>

<p align=center style="border:none;margin-bottom:.0001pt;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;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Notes to Consolidated
Financial Statements </font></b></font><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">(unaudited)</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:.0001pt;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;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">September 30, 2015</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:6.0pt;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;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">(in thousands, except share and per share
amounts)</font></b></font></font></b></p>


</DIV>
<p style="border:none;margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face="Times New Roman,serif" style="border:none;"><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Offering, Organizational and
Other Pre-Effective Costs</font></i></font></p>

<p style="border:none;margin-bottom:12.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font color=black face="Times New Roman,serif" style="border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Offering costs 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 costs were funded by IIG and
its affiliates and there was no liability for these offering costs to the
Company until IIG and its affiliates submitted such costs for reimbursement.
Upon meeting the minimum offering requirement on December 17, 2012, the Company
incurred and capitalized offering costs of $1,000 that were submitted for
reimbursement by IIG (see Note 4). These costs were fully amortized over a
twelve month period as an adjustment to capital in excess of par value. The
remaining offering costs funded by IIG and its affiliates were incurred when
IIG and its affiliates submitted such costs for reimbursement during the year
ended </font></font><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;">December 31, 2014. </font></font><font color=black face="Times New Roman,serif" style="border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">&#160;&nbsp;</font></font></p>

<p style="border:none;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" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Organizational 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
organizational costs were funded by IIG and its affiliates and there was no
liability for these organizational costs to the Company until IIG and its
affiliates submitted such costs for reimbursement. The Company incurred these
costs when IIG and its affiliates submitted such costs for reimbursement during
the year ended December 31, 2014.</font></font></p>

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font color=black face="Times New Roman,serif" style="border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">The following table summarizes offering, organizational and other
costs incurred by IIG and by the Company from January 31, 2012 (Inception)
through </font></font><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;">September 30, 2015</font></font><font color=black face="Times New Roman,serif" style="border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">:</font></font></p>

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-indent:.5in;"><font face=Calibri,sans-serif lang=EN-US style="font-size:11.0pt;line-height:normal;">&#160;&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=36% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=11 nowrap 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Offering, Organizational
  and Other Costs Incurred by IIG</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=2 nowrap valign=bottom width=38% style="border:none;border-bottom:none black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Organizational 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Offering 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Other Pre-Effective
  Costs(5)</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Total</font></b></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=2 nowrap valign=bottom width=38% style="background:#B7DEE8;border:none;border-bottom:none black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=12% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=2 nowrap valign=bottom width=38% style="border:none;border-bottom:none black 1.0pt;height:10.5pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">December 31, 2012(1)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">192</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,620</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">200</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2,012</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=2 nowrap valign=bottom width=38% style="background:#B7DEE8;border:none;border-bottom:none black 1.0pt;height:10.5pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=2 nowrap valign=bottom width=38% style="border:none;border-bottom:none black 1.0pt;height:10.5pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">December 31, 2014</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=2 nowrap valign=bottom width=38% style="background:#B7DEE8;border:none;border-bottom:none black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Three Months 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=12% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=2 nowrap valign=bottom width=38% style="height:10.5pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">March 31, 2015</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=2 nowrap valign=bottom width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">June 30, 2015</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=2 nowrap valign=bottom width=38% style="height:10.5pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">September 30, 2015</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=2 nowrap valign=bottom width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Total</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">192</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,620</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">200</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2,012</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=2 nowrap valign=bottom width=38% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Costs submitted for reimbursement by IIG(2)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:white;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(192)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:white;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(1,620)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:white;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(200)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:white;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(2,012)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=2 nowrap valign=bottom width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Total Unreimbursed Costs at September 30, 2015</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=36% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="border:none;height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;height:6.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=36% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=11 nowrap 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Offering, Organizational
  and Other Costs Incurred by the Company(3)</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=2 nowrap valign=bottom width=38% style="border:none;border-bottom:none black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Organizational 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Offering 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Other Pre-Effective
  Costs(5)</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Total</font></b></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=2 nowrap valign=bottom width=38% style="background:#B7DEE8;border:none;border-bottom:none black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=12% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=2 nowrap valign=bottom width=38% style="border:none;border-bottom:none black 1.0pt;height:10.5pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">December 31, 2012(1)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">30</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">30</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=2 nowrap valign=bottom width=38% style="background:#B7DEE8;border:none;border-bottom:none black 1.0pt;height:11.25pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">December 31, 2013</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,787</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,787</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=2 nowrap valign=bottom width=38% style="border:none;border-bottom:none black 1.0pt;height:10.5pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">December 31, 2014</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2,026</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2,026</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=2 nowrap valign=bottom width=38% style="background:#B7DEE8;border:none;border-bottom:none black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Three Months 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=12% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=2 nowrap valign=bottom width=38% style="border:none;border-bottom:none black 1.0pt;height:10.5pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">March 31, 2015</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:white;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">481</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:white;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:white;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">481</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=2 nowrap valign=bottom width=38% style="background:#B7DEE8;border:none;border-bottom:none black 1.0pt;height:10.5pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">June 30, 2015</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,236</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,236</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=2 nowrap valign=bottom width=38% style="border:none;border-bottom:none black 1.0pt;height:10.5pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">September 30, 2015</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:white;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">489</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:white;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:white;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">489</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=2 nowrap valign=bottom width=38% style="background:#B7DEE8;border:none;border-bottom:none black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Total</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">6,049</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">6,049</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=2 nowrap valign=bottom width=38% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Costs reimbursed by the Company(2)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:white;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">192</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:white;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,620</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:white;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">200</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:white;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2,012</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=2 nowrap valign=bottom width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Total Costs Incurred by the Company</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">192</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">7,669</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">200</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">8,061</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=2 nowrap valign=bottom width=38% style="background:white;height:10.5pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:white;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:white;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:white;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:white;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=2 nowrap valign=bottom width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Costs paid as of September 30, 2015(4)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">192</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">7,387</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">200</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">7,779</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=2 nowrap valign=bottom width=38% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Costs accrued as of September 30, 2015(6)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:white;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:white;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">282</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:white;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:white;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">282</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=2 nowrap valign=bottom width=38% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Total Costs Incurred by the Company</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">192</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">7,669</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">200</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">8,061</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=36% style="border:none;border-bottom:solid black 1.0pt;height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="border:none;height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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 nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=31% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=top width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(1)</font></p>
  </td>
 <td colspan=13 valign=bottom width=97% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">IIG incurred all offering, organizational and other costs prior
  to the commencement of operations on December 17, 2012. Subsequent to the
  commencement of operations, the Company incurred all offering and
  organizational costs and such costs, including reimbursement of costs
  originally incurred by IIG, will not exceed 1.5% of the actual gross proceeds
  raised from the offering. See Note 4 for actual gross proceeds raised from
  the offering and the amount of offering and organizational costs that can be
  paid by the Company.</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=top width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(2)</font></p>
  </td>
 <td colspan=13 valign=bottom width=97% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Of this amount, $1,000 of costs charged directly to equity were
  submitted for reimbursement by IIG on December 17, 2012.&#160; Of the remaining
  amount, $592 and $420 of costs charged directly to operating expense were
  submitted for reimbursement by IIG during the three months ended March 31,
  2014 and December 31, 2014, respectively.</font></p>
  </td>
 </tr>
</table></div>




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<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:6.0pt;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;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">11</font></font></p>


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<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-hyphenate:none;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><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></font></p>

<p align=center style="border:none;margin-bottom:.0001pt;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;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Notes to Consolidated
Financial Statements </font></b></font><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">(unaudited)</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:.0001pt;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;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">September 30, 2015</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:6.0pt;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;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">(in thousands, except share and per share
amounts)</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=31% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=top width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(3)</font></p>
  </td>
 <td colspan=13 valign=bottom width=97% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Unless otherwise noted, offering costs 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=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(4)</font></p>
  </td>
 <td colspan=13 valign=bottom width=97% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Amount includes $46 of prepaid offering costs at September 30, 2015.</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=top width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(5)</font></p>
  </td>
 <td colspan=13 valign=bottom width=97% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Amounts represent general and administrative expenses,
  consisting primarily of professional fees and insurance expense, incurred by
  IIG related to the Company prior to December 17, 2012 and are included in
  offering, organizational and other costs - IIG in the consolidated statements
  of operations. For Financial Industry Regulatory Authority, Inc., or FINRA,
  purposes, these costs are treated as offering and organizational costs and
  are subject to reimbursement by the Company in accordance with the investment
  advisory agreement.</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=top width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(6)</font></p>
  </td>
 <td colspan=13 valign=bottom width=97% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Of this amount, $79 is presented as Due to IIG - offering,
  organizational and other costs on the consolidated balance sheets at
  September 30, 2015. The remainder is included in accounts payable and accrued
  expenses on the consolidated balance sheets at September 30, 2015.</font></p>
  </td>
 </tr>
</table></div>



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

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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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;">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 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face=Calibri,sans-serif lang=EN-US style="font-size:11.0pt;line-height:normal;">&#160;&nbsp;</font></p>

<p style="border:none;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" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">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). </font></font></p>

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

<p style="border:none;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" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">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.
The Company did not have any uncertain tax positions during the periods
presented herein.&nbsp;</font></font></p>

<p style="border:none;margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font color=black face="Times New Roman,serif" style="background:white;border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="background:white;font-size:9.0pt;line-height:normal;">The Company is subject to examination
by U.S. federal, New York State, New York City and Maryland income tax jurisdictions
for 2012, 2013, and 2014.</font></font></p>

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

<p style="border:none;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" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">The preparation of the consolidated financial statements in
conformity with GAAP requires the Company to make </font></font><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;">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>


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<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:6.0pt;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;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">12</font></font></p>


</DIV>
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<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-hyphenate:none;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><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></font></p>

<p align=center style="border:none;margin-bottom:.0001pt;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;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Notes to Consolidated
Financial Statements </font></b></font><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">(unaudited)</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:.0001pt;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;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">September 30, 2015</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:6.0pt;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;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">(in thousands, except share and per share
amounts)</font></b></font></font></b></p>


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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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;">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 in accordance with Accounting
Standards Codification Topic 820, Fair Value Measurements and Disclosure, or
ASC 820. 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</font></font><font color=black face="Times New Roman,serif" style="border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;"> that prioritizes and ranks
the level of market price observability of inputs used in measuring </font></font><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;">investments
at fair value. Inputs used to measure these fair values are classified into the
following hierarchy:</font></font></p>

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-indent:.5in;"><font face=Calibri,sans-serif lang=EN-US style="font-size:11.0pt;line-height:normal;">&#160;&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 nowrap valign=top width=7% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Level 1</font></p>
  </td>
 <td nowrap valign=top width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=top width=91% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Quoted prices in active markets for identical assets or
  liabilities, accessible by the Company at the measurement date.</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=top width=7% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=91% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=top width=7% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Level 2</font></p>
  </td>
 <td nowrap valign=top width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=top width=91% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Quoted prices for similar assets or liabilities in active
  markets, or quoted prices for identical or similar assets or liabilities in
  markets that are not active, or other observable inputs other than quoted
  prices.</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=top width=7% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=91% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=top width=7% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Level 3</font></p>
  </td>
 <td nowrap valign=top width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=top width=91% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Unobservable inputs for the asset or liability. 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></p>
  </td>
 </tr>
</table></div>



<p style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:12.0pt;text-align:justify;text-indent:.5in;"><font color=black face="Times New Roman,serif" style="border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">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="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font color=black face="Times New Roman,serif" style="border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">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. The level in the fair value hierarchy for each fair value
measurement has been determined based on the lowest level of input that is
significant to the fair value measurement. Our assessment of the significance
of a particular input to the fair value measurement in its entirety requires
judgment and considers factors specific to each investment. The level assigned
to the investment valuations may not be indicative of the risk or liquidity
associated with investing in such investments. Because of the inherent
uncertainties of valuation, the values reflected in the financial statements may
differ materially from the value that would be received upon an actual sale of
such investments. </font></font><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">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></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;line-height:normal;">&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 Company&#8217;s
investments, excluding short term investments,</font><font face=Calibri,sans-serif lang=EN-US style="font-size:9.0pt;line-height:normal;"> </font><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">consist
primarily of debt securities that are traded on a private over-the-counter
market for institutional investments. CIM attempts 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. 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-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;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:.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;line-height:normal;">&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;">Any investments
that are not publicly traded or for which a market price is not otherwise
readily available are valued at a price that reflects its fair value. With
respect to such investments, the investments are reviewed and valued using one
or more of the following types of analyses: </font></p>

<p style="margin-bottom:0in;margin-left:.75in;margin-right:0in;margin-top:0in;text-indent:-.75in;"><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;&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.<br>
<br>
</font></p>

<p style="margin-bottom:0in;margin-left:.75in;margin-right:0in;margin-top:0in;text-indent:-.75in;"><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;&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.<br>
<br>
</font></p>

<p style="margin-bottom:0in;margin-left:.75in;margin-right:0in;margin-top:0in;text-indent:-.75in;"><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;&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>


<DIV bclFooter>


<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:6.0pt;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;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">13</font></font></p>


</DIV>
</DIV><HR noshade STYLE="page-break-after: always" align="center" width="100%" size=2><a name="page_18"></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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-hyphenate:none;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><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></font></p>

<p align=center style="border:none;margin-bottom:.0001pt;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;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Notes to Consolidated
Financial Statements </font></b></font><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">(unaudited)</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:.0001pt;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;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">September 30, 2015</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:6.0pt;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;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">(in thousands, except share and per share
amounts)</font></b></font></font></b></p>


</DIV>
<p style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:10.0pt;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:.75in;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 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:.75in;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;">prevailing interest rates for like
securities;</font></p>

<p style="margin:0in;margin-bottom:6.0pt;margin-left:.75in;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;">expected volatility in future
interest rates;</font></p>

<p style="margin:0in;margin-bottom:6.0pt;margin-left:.75in;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;">leverage;&nbsp;</font></p>

<p style="margin:0in;margin-bottom:6.0pt;margin-left:.75in;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;">call features, put features and
other relevant terms of the debt;</font></p>

<p style="margin:0in;margin-bottom:6.0pt;margin-left:.75in;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 borrower&#8217;s ability to
adequately service its debt;</font></p>

<p style="margin:0in;margin-bottom:6.0pt;margin-left:.75in;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 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:.75in;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 quality of collateral securing
the Company&#8217;s debt investments;</font></p>

<p style="margin:0in;margin-bottom:6.0pt;margin-left:.75in;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:.75in;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.<br>
<br>
</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;">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="border:none;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" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">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-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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;">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></font></p>

<p style="border:none;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" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">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. The Company may also use other methods to determine fair value for
securities for which it cannot obtain market quotations through brokers or
dealers, including the use of an independent valuation firm. The Company
periodically benchmarks the valuations provided by an 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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;">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 in all cases, the level in the fair value hierarchy
for each instrument is determined based on the lowest level of inputs that are
significant to the fair value measurement. The Company has classified the TRS
as Level 3 within the fair value hierarchy based on the lowest level of
significant inputs. For additional information on the TRS, see Note 7.</font></font></p>


<DIV bclFooter>


<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:6.0pt;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;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">14</font></font></p>


</DIV>
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<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-hyphenate:none;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><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></font></p>

<p align=center style="border:none;margin-bottom:.0001pt;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;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Notes to Consolidated
Financial Statements </font></b></font><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">(unaudited)</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:.0001pt;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;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">September 30, 2015</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:6.0pt;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;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">(in thousands, except share and per share
amounts)</font></b></font></font></b></p>


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

<p style="border:none;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" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">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, 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 are recognized when earned.</font></font></p>

<p style="border:none;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" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">The Company may have investments in its investment portfolio that
contain a PIK interest provision. Any PIK interest would 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. For the three and nine months ended September 30, 2015 and
2014, the Company did not record any PIK interest from its investments.</font></font></p>

<p style="border:none;margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font color=black face="Times New Roman,serif" style="background:white;border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="background:white;font-size:9.0pt;line-height:normal;">Loans and debt securities, including
those that are individually identified as being impaired under Accounting
Standards Codification 310,</font><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">&nbsp;</font><font color=black face="Times New Roman,serif" lang=EN-US style="background:white;font-size:9.0pt;line-height:normal;">Receivables,
or ASC 310, 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;line-height:normal;">&nbsp;</font><font color=black face="Times New Roman,serif" lang=EN-US style="background:white;font-size:9.0pt;line-height:normal;">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;line-height:normal;">&nbsp;</font><font color=black face="Times New Roman,serif" lang=EN-US style="background:white;font-size:9.0pt;line-height:normal;">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-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face="Times New Roman,serif" style="border:none;"><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Net Realized Gains or Losses and Net Change in Unrealized
Appreciation or Depreciation</font></i></font></p>

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

<p style="border:none;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" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">The Company&#8217;s only derivative instrument is the TRS. The Company
marks its derivative to market through net change in unrealized depreciation 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-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face="Times New Roman,serif" style="border:none;"><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Capital Gains Incentive Fee</font></i></font></p>

<p style="border:none;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" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">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>


<DIV bclFooter>


<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:6.0pt;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;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">15</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">

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<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-hyphenate:none;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><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></font></p>

<p align=center style="border:none;margin-bottom:.0001pt;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;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Notes to Consolidated
Financial Statements </font></b></font><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">(unaudited)</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:.0001pt;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;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">September 30, 2015</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:6.0pt;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;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">(in thousands, except share and per share
amounts)</font></b></font></font></b></p>


</DIV>
<p style="border:none;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" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">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. Any unrealized gains
on the TRS are reflected in total assets on the Company`s consolidated balance
sheets and included in the computation of the base management fee. </font></font></p>

<p style="border:none;margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:8.15pt;text-align:justify;text-indent:.5in;"><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;">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>

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

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

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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><a name="Notes_0"></a><a name="Notes_0_bclEnd"></a><font face="Times New Roman,serif" style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Note 3. Share Transactions</font></b></font></p>

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:6.0pt;text-align:justify;text-indent:.5in;"><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;">The following table </font><font color=black face="Times New Roman,serif" lang=EN-US style="background:white;font-size:9.0pt;line-height:normal;">summarizes
transactions with respect to shares of the Company&#8217;s common stock during the nine
months ended September 30, 2015 and 2014:</font></font></p>

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-indent:.5in;"><font face=Calibri,sans-serif lang=EN-US style="font-size:11.0pt;line-height:normal;">&#160;&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=30% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=4% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Nine Months Ended</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=30% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=4% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2015</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2014</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=30% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=4% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Amount</font></b></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">37,261,580</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:15.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">384,865</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face=Calibri,sans-serif style="font-size:11.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:15.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">26,231,573</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">270,482</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Reinvestment of distributions</font></p>
  </td>
 <td nowrap valign=bottom width=4% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2,201,398</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">20,704</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face=Calibri,sans-serif style="font-size:11.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">810,878</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">7,620</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">39,462,978</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">405,569</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face=Calibri,sans-serif style="font-size:11.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">278,102</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(34,420)</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face=Calibri,sans-serif style="font-size:11.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(24,028)</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">39,462,978</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">371,149</font></b></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face=Calibri,sans-serif style="font-size:11.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">254,074</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Share repurchase program</font></p>
  </td>
 <td nowrap valign=bottom width=4% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(540,773)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(5,086)</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face=Calibri,sans-serif style="font-size:11.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(20,492)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(193)</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=30% style="background:#B7DEE8;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">38,922,205</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">366,063</font></b></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face=Calibri,sans-serif style="font-size:11.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">253,881</font></b></p>
  </td>
 </tr>
</table></div>



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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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;">During
the nine months ended September 30, 2015 and 2014, the Company sold 39,462,978
and 27,042,451 shares, respectively, at an average price per share of $10.28 for
both periods.</font></font></p>


<DIV bclFooter>


<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:6.0pt;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;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">16</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-hyphenate:none;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><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></font></p>

<p align=center style="border:none;margin-bottom:.0001pt;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;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Notes to Consolidated
Financial Statements </font></b></font><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">(unaudited)</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:.0001pt;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;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">September 30, 2015</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:6.0pt;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;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">(in thousands, except share and per share
amounts)</font></b></font></font></b></p>


</DIV>
<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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;">As of September 30, 2015, the Company
sold 92,740,834 shares of common stock for net proceeds of $951,610 at an
average price per share of $10.26. The net proceeds include gross proceeds
received from reinvested shareholder distributions of $36,244, for which the
Company issued 3,853,195 shares of common stock, and gross proceeds paid for
shares of common stock tendered for repurchase of $5,571, for which the Company
repurchased 592,313 shares of common stock.</font></font></p>

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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 style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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;">During
the period from October 1, 2015 to November 11, 2015, the Company sold
4,331,525 shares of common stock for net proceeds of $43,692 at an average
price per share of $10.09. The net proceeds include gross proceeds received
from reinvested shareholder distributions of $2,726, for which the Company
issued 296,949 shares of common stock, and gross proceeds paid for shares of
common stock tendered for repurchase of $2,012, for which the Company
repurchased 219,147 shares of common stock.</font></font></p>

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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 style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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;">Since
commencing its continuous public offering on July 2, 2012 and through November 11,
2015, the Company sold 97,072,359 shares of common stock for net proceeds of
$995,302 at an average price per share of $10.25. The net proceeds include
gross proceeds received from reinvested shareholder distributions of $38,970,
for which the Company issued 4,150,144 shares of common stock, and gross
proceeds paid for shares of common stock tendered for repurchase of $7,583, for
which the Company repurchased 811,460 shares of common stock.</font></font></p>

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><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 style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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;">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, 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. On
October 6, 2015, the Company&#8217;s board of directors reduced the public offering
price per share to $10.20 due to a decline in the Company&#8217;s net asset value per
share of more than 2.5% of the Company&#8217;s then-current net offering price.</font></font></p>

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

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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><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 style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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 style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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;">On
November 2, 2015, the Company amended the terms of the quarterly share
repurchase program. The amendments to the share repurchase program will be
effective as of the Company&#8217;s quarterly repurchase offer for the fourth quarter
of 2015, which will commence in November 2015 and will be completed in January
2016. Under the amended share repurchase program, the Company will offer to
repurchase shares of common stock at a price equal to the price at which shares
are issued pursuant to the third amended and restated distribution reinvestment
plan, or the Third Amended DRIP, on the distribution date coinciding with such
share repurchase date. </font></font></p>

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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 style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><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 style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><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 style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font color=black face="Times New Roman,serif" style="background:white;border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="background:white;font-size:9.0pt;line-height:normal;">The following table summarizes the share
repurchases completed during the nine months ended September 30, 2015:</font></font></p>

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font face=Calibri,sans-serif lang=EN-US style="font-size:11.0pt;line-height:normal;">&#160;&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 nowrap valign=bottom width=18% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Three Months Ended</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=16% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Repurchase Date</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Shares Repurchased</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=15% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Percentage of Shares
  Tendered That Were Repurchased</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Repurchase Price Per Share</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=16% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Aggregate Consideration
  for Repurchased Shares</font></b></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=18% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">March 31, 2015</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=16% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">January 7, 2015</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">48,947</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">100%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">9.41</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">460</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=18% style="background:white;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">June 30, 2015</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=16% style="background:white;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">April 1, 2015</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:white;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">42,288</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:white;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">100%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:white;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">9.41</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="background:white;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">398</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=18% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">September 30, 2015</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=16% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">July 1, 2015</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">449,538</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">100%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">9.41</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">4,228</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td valign=bottom width=18% style="background:white;height:12.75pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Total</font></p>
  </td>
 <td valign=bottom width=2% style="background:white;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=8% style="background:white;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=8% style="background:white;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:white;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:white;border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">540,773</font></p>
  </td>
 <td valign=bottom width=2% style="background:white;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=15% style="background:white;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:white;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:white;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="background:white;border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">5,086</font></p>
  </td>
 </tr>
<tr height=0>
  <td width=18% style="border:none;">&nbsp;</td>
 <td width=2% style="border:none;">&nbsp;</td>
 <td width=8% style="border:none;">&nbsp;</td>
 <td width=8% style="border:none;">&nbsp;</td>
 <td width=2% style="border:none;">&nbsp;</td>
 <td width=12% style="border:none;">&nbsp;</td>
 <td width=2% style="border:none;">&nbsp;</td>
 <td width=15% style="border:none;">&nbsp;</td>
 <td width=2% 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=14% style="border:none;">&nbsp;</td>
 </tr>
</table></div>




<DIV bclFooter>


<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:6.0pt;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;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">17</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-hyphenate:none;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><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></font></p>

<p align=center style="border:none;margin-bottom:.0001pt;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;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Notes to Consolidated
Financial Statements </font></b></font><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">(unaudited)</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:.0001pt;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;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">September 30, 2015</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:6.0pt;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;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">(in thousands, except share and per share
amounts)</font></b></font></font></b></p>


</DIV>
<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face="Times New Roman,serif" style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">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, 2015 and 2014, fees and other expenses incurred by
the Company related to CIM and its affiliates were as follows:</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-indent:.5in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:12.0pt;">&#160;&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 colspan=2 nowrap valign=bottom width=14% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=23% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Three Months Ended</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">September 30, </font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Nine Months Ended</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">September 30, </font></b></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 align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Entity&#160;&#160;&#160;&#160; </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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:white;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=23% style="background:white;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Description</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2015</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2014</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2015</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2014</font></b></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td colspan=2 nowrap valign=bottom width=14% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">C&#298;ON 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=13% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Dealer manager</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=23% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Dealer manager fees(1)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">4,157</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2,830</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">11,380</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">7,929</font></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td colspan=2 nowrap valign=bottom width=14% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">CIM</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=13% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Investment adviser</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=23% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Management fees(2)(3)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">4,146</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,740</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">10,397</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">3,952</font></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td colspan=2 nowrap valign=bottom width=14% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">CIM</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=13% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Investment adviser</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=23% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Incentive fees(2)(4)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(1,211)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(497)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">248</font></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td colspan=2 nowrap valign=bottom width=14% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=13% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=23% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Administrative services expense(2)(5)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">409</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">377</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,283</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,222</font></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td colspan=2 nowrap valign=bottom width=14% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">IIG</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=13% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Sponsor</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=23% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Reimbursement of offering, organizational and other costs(2)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">592</font></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td colspan=2 nowrap valign=bottom width=14% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">IIG </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=13% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Sponsor</font></p>
  </td>
 <td valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=23% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Recoupment of expense support(2)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,758</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">22</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">4,187</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">622</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=23% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">9,259</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">4,472</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">27,247</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">14,565</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;border-bottom:solid black 1.0pt;height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;border-bottom:solid black 1.0pt;height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=23% style="border:none;border-bottom:solid black 1.0pt;height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(1)</font></p>
  </td>
 <td colspan=5 valign=bottom width=50% style="background:white;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Amounts charged directly to equity.</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=top width=2% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(2)</font></p>
  </td>
 <td colspan=17 valign=bottom width=98% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Amounts charged directly to operations.</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=top width=2% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(3)</font></p>
  </td>
 <td colspan=17 valign=top width=98% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">For the three and nine months ended September 30, 2014,
  management fees of $49 and $958, respectively, were supported pursuant to the
  expense support and conditional reimbursement agreement.</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=top width=2% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(4)</font></p>
  </td>
 <td colspan=17 valign=top width=98% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">For the nine months ended September 30, 2014, incentive fees of
  $90 were supported pursuant to the expense support and conditional
  reimbursement agreement. During the three months ended September 30, 2014,
  $49 of expense support was reclassified from incentive fees to management
  fees.</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=top width=2% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(5)</font></p>
  </td>
 <td colspan=17 valign=top width=98% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">For the nine months ended September 30, 2014, administrative
  services expense of $1 was supported pursuant to the expense support and
  conditional reimbursement agreement. No administrative services expense was
  supported for the three months ended September 30, 2014.</font></p>
  </td>
 </tr>
</table></div>



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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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;">The
Company has entered into certain agreements with CIM&#8217;s affiliate, C&#298;ON Securities,
LLC, formerly known as ICON Securities, LLC, or C&#298;ON Securities, whereby
the Company pays certain fees and reimbursements. C&#298;ON 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 11, 2015, the
Company paid or accrued sales commissions of $57,767 to the selling dealers and
dealer manager fees of $28,261 to C&#298;ON Securities.</font></font></p>

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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 style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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;">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 base management fee is payable
quarterly in arrears and is calculated based on the two most recently completed
calendar quarters. 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><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 style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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;">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 months
ended September 30, 2015, the Company recorded a reduction in the capital gains
incentive fee of $1,211 related to changes in unrealized appreciation and
depreciation. For the nine months ended September 30, 2015, the Company did not
record any capital gains incentive fees related to changes in unrealized appreciation
and depreciation.&#160; At September 30, 2015, the Company had no liability for
capital gains incentive fees. For the three and nine months ended September 30,
2014, the Company recorded capital gains incentive fees related to unrealized
appreciation of ($234) and $164, respectively.</font></font></p>

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><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 style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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;">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>


<DIV bclFooter>


<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:6.0pt;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;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">18</font></font></p>


</DIV>
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<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-hyphenate:none;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><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></font></p>

<p align=center style="border:none;margin-bottom:.0001pt;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;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Notes to Consolidated
Financial Statements </font></b></font><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">(unaudited)</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:.0001pt;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;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">September 30, 2015</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:6.0pt;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;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">(in thousands, except share and per share
amounts)</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 entered into an administration
agreement with CIM&#8217;s affiliate, ICON Capital, LLC, 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;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
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 offering and organizational costs have been
reimbursed. The Company&#8217;s payment of offering and organizational costs 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 $10.20 per share, the Company estimates that it may incur up to
approximately $15,463 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 $100,000 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 for offering and organizational costs submitted
for reimbursement. The transactions satisfied an independent obligation of IIG
to invest $1,000 in the Company&#8217;s shares. Through that date, the Company had
raised gross proceeds from unaffiliated outside investors of $2,639 and from
affiliated investors of $2,000, which, applying 1.5% of actual proceeds raised
through the date of reimbursement, would have resulted in CIM being entitled to
$70. </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;">With respect to the
payment of offering and organizational costs, the Company will continue to
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, 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, 2015, IIG and its affiliates incurred offering, organizational
and other pre-effective costs of $2,012. Of these costs, $1,812 represented
offering and organizational costs, all of which have been submitted to the
Company for reimbursement. The Company paid $450 in October 2013, $550 in March
2014, $592 in May 2014 and $420 in March 2015.&#160; No additional material
offering, organizational or other pre-effective costs have been incurred by IIG
or its affiliates subsequent to September 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;">As of September 30,
2015, the Company raised gross proceeds of $915,366, of which it can pay up to
$13,730 in offering and organizational costs (which represents 1.5% of the
actual gross proceeds raised from the offering). Through September 30, 2015,
the Company paid $7,779 of such costs, leaving an additional $5,951 that can be
paid. As of November 11, 2015, the Company raised gross proceeds of $956,332,
of which it can pay up to $14,345 in offering and organizational costs (which
represents 1.5% of the actual gross offering proceeds raised from the offering).
Through November 11, 2015, the Company paid $7,991 of such costs, leaving an
additional $6,354 that can be paid.</font></font></p>

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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 style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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;">Reinvestment
of shareholder distributions are excluded from the gross proceeds from the
Company&#8217;s offering for purposes of determining the total amount of offering and
organizational costs that can be paid by the Company. Proceeds from the
Company&#8217;s offering are reduced by share repurchases when determining the total
amount of offering and organizational costs that can be paid by the Company.</font></font></p>

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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 style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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;">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. For
the three and nine months ended September 30, 2015 and the three months ended
September 30, 2014, the Company did not receive any expense reimbursements from
IIG. For the nine months ended September 30, 2014, the total expense
reimbursement from IIG was $1,049 relating to certain operating expenses. </font></font></p>

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><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 style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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;">On
December 13, 2013 and January 16, 2015, the Company and IIG amended the expense
support and conditional reimbursement agreement to extend the termination date
of such agreement from January 30, 2014 to January 30, 2015 and from January
30, 2015 to December 31, 2015, respectively.</font></font></p>


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<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:6.0pt;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;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">19</font></font></p>


</DIV>
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<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-hyphenate:none;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><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></font></p>

<p align=center style="border:none;margin-bottom:.0001pt;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;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Notes to Consolidated
Financial Statements </font></b></font><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">(unaudited)</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:.0001pt;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;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">September 30, 2015</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:6.0pt;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;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">(in thousands, except share and per share
amounts)</font></b></font></font></b></p>


</DIV>
<p style="border:none;margin-bottom:12.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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;">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>



<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=17% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Three Months Ended</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=12% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Expense Support Received
  from IIG</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=12% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Expense Support Reimbursed
  to IIG(4)</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=12% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Unreimbursed Expense
  Support</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=16% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Ratio of Operating Expense
  to Average Net Assets for the Period(1)</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Annualized Distribution
  Rate for the Period(3)</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Eligible for Reimbursement
  through</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td valign=bottom width=17% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">December 31, 2012</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">117</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">117</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=16% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.93%</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.00%(2)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=15% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">December 31, 2015</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td valign=bottom width=17% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">March 31, 2013</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">819</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">819</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=16% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2.75%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">7.00%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=15% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">March 31, 2016</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td valign=bottom width=17% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">June 30, 2013</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,148</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,148</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=16% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1.43%</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">7.00%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=15% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">June 30, 2016</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td valign=bottom width=17% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">September 30, 2013</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,297</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,297</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=16% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.49%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">7.00%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=15% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">September 30, 2016</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td valign=bottom width=17% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">December 31, 2013</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">695</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">695</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=16% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.31%</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">7.00%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=15% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">December 31, 2016</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td valign=bottom width=17% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">March 31, 2014</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,049</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">733</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">316</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=16% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.27%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">7.00%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=15% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">March 31, 2017</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td valign=bottom width=17% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">June 30, 2014</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=16% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.31%</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">7.00%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=15% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">June 30, 2017</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td valign=bottom width=17% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">September 30, 2014</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=16% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.13%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">7.00%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=15% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">September 30, 2017</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td valign=bottom width=17% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">December 31, 2014</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">831</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">831</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=16% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.15%</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">7.00%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=15% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">December 31, 2017</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td valign=bottom width=17% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">March 31, 2015</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=16% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.21%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">7.00%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=15% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">March 31, 2018</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td valign=bottom width=17% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">June 30, 2015</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=16% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.18%</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">7.00%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=15% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">June 30, 2018</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td valign=bottom width=17% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">September 30, 2015</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=16% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.15%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">7.00%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=15% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">September 30, 2018</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td valign=bottom width=17% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Total</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">5,956</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">4,809</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double windowtext 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,147</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=16% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=15% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 </tr>
<tr style="height:6.0pt;">
  <td nowrap valign=bottom width=17% style="border:none;border-bottom:solid black 1.0pt;height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=16% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=15% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></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 nowrap valign=top width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(1)</font></p>
  </td>
 <td valign=top width=97% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Operating expenses include all expenses borne by the Company,
  except for offering and organizational costs, 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:12.0pt;">
  <td nowrap valign=top width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(2)</font></p>
  </td>
 <td valign=top width=97% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">The Company did not declare any distributions during the three
  months ended December 31, 2012.</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=top width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(3)</font></p>
  </td>
 <td valign=top width=97% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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 IIG. Annualized Distribution Rate does not include
  special cash or stock distributions paid to shareholders.</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=top width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(4)</font></p>
  </td>
 <td valign=top width=97% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">As of September 30, 2015, $1,758 of reimbursed expense support
  is payable to IIG.</font></p>
  </td>
 </tr>
</table></div>



<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;line-height:normal;">&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;">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. The obligation to reimburse IIG for any expense support provided by IIG
under such agreement is further conditioned by the following: (i) in the period
in which reimbursement is sought, the ratio of operating expenses to average
net assets, when considering the reimbursement, cannot exceed the ratio of
operating expenses to average net assets for the period when the expense
support was provided; (ii) in the period when reimbursement is sought, the
annualized distribution rate cannot fall below the annualized distribution rate
for the period when the expense support was provided; and (iii) the expense
support can only be reimbursed within three years from the date the expense
support was provided. </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, 2015, the Company recorded obligations to repay expense
reimbursements to IIG of $1,758 and $4,187, respectively. During the three and
nine months ended September 30, 2014, the Company recorded obligations to repay
expense reimbursements to IIG of $22 and $622, respectively. The Company may or
may not be requested to reimburse any remaining costs in</font><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;"> 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, 2015
and December 31, 2014, the total net liability payable to CIM and its
affiliates was $6,684 and $2,303, respectively, which primarily related to fees
earned by CIM during the preceding three months of each period.</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>

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face=Calibri,sans-serif lang=EN-US style="font-size:11.0pt;line-height:normal;">&#160;&nbsp;</font></p>


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<DIV bclHeader>


<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-hyphenate:none;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><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></font></p>

<p align=center style="border:none;margin-bottom:.0001pt;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;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Notes to Consolidated
Financial Statements </font></b></font><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">(unaudited)</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:.0001pt;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;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">September 30, 2015</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:6.0pt;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;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">(in thousands, except share and per share
amounts)</font></b></font></font></b></p>


</DIV>
<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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;">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;Through December 31, 2014, a
portion of the Company&#8217;s distributions 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.
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.&#160; For the three and nine months ended
September 30, 2015, the Company did not receive any expense reimbursements from
IIG.&#160; For 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.</font></font></p>

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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><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 style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font face="Times New Roman,serif" style="border:none;"><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Indemnifications</font></i></font></p>

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-indent:27.0pt;"><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 style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;line-height:normal;">&nbsp;</font></font></p>

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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><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 style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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;">The
Company&#8217;s board of directors declared distributions for forty-nine and
thirty-nine record dates during the year ended December 31, 2014 and nine
months ended September 30, 2015, respectively. Declared distributions are paid
monthly.</font></font></p>

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:27.0pt;"><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 style="border:none;margin-bottom:12.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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;">The following table presents cash
distributions per share that were declared during the year ended December 31,
2014 and nine months ended September 30, 2015:</font></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=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=47% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;&nbsp;</font></p>
  </td>
 <td colspan=5 valign=bottom width=33% style="background:white;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Distributions</font></b></p>
  </td>
 <td valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=47% style="background:white;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Amount</font></b></p>
  </td>
 <td valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=47% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Fiscal 2014</font></b></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=47% style="height:12.0pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">March 31, 2014 (nine record dates)</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.1679</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">3,315</font></p>
  </td>
 <td valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=47% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">June 30, 2014 (thirteen 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.1829</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">5,120</font></p>
  </td>
 <td valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=47% style="height:12.0pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">September 30, 2014 (fourteen record dates)</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.1969</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">7,396</font></p>
  </td>
 <td valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=47% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">December 31, 2014 (thirteen 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.1829</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">8,716</font></p>
  </td>
 <td valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=47% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Total distributions for the year ended December 31, 2014</font></b></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.7306</font></b></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">24,547</font></b></p>
  </td>
 <td valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=47% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=47% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Fiscal 2015</font></b></p>
  </td>
 <td valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=47% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">March 31, 2015 (thirteen 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.1829</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">10,767</font></p>
  </td>
 <td valign=bottom width=9% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=47% style="height:12.0pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">June 30, 2015 (thirteen record dates)</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.1829</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">13,223</font></p>
  </td>
 <td valign=bottom width=9% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=47% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">September 30, 2015 (thirteen 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.1829</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">15,517</font></p>
  </td>
 <td valign=bottom width=9% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=47% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Total distributions for the nine months ended September 30, 2015</font></b></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:white;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.5487</font></b></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:white;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">39,507</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
</table></div>



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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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;">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. As a 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>


<DIV bclFooter>


<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:6.0pt;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;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">21</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-hyphenate:none;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><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></font></p>

<p align=center style="border:none;margin-bottom:.0001pt;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;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Notes to Consolidated
Financial Statements </font></b></font><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">(unaudited)</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:.0001pt;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;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">September 30, 2015</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:6.0pt;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;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">(in thousands, except share and per share
amounts)</font></b></font></font></b></p>


</DIV>
<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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;">On September 16, 2015, the Company&#8217;s
board of directors declared four weekly cash distributions of $0.014067 per
share, which were paid on October 28, 2015 to shareholders of record on October
6, October 13, October 20, and October 27, 2015. On October 15, 2015, the
Company&#8217;s board of directors declared four weekly cash distributions of
$0.014067 per share, payable on November 25, 2015 to shareholders of record on
November 3, November 10, November 17, and November 24, 2015.</font></font></p>

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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 style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face="Times New Roman,serif" style="border:none;"><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Distribution Reinvestment
Plan</font></i></font></p>

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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 style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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 style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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;">On November
2, 2015, the Company further amended and restated its distribution reinvestment
plan pursuant to the Third Amended DRIP. The Third Amended DRIP will be
effective as of, and will first apply to the reinvestment of cash distributions
paid on or after, the closing of the Company&#8217;s continuous public offering by no
later than December 31, 2015. </font></font></p>

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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 style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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;">Under
the Third Amended DRIP, cash distributions to participating shareholders will
be reinvested in additional shares of common stock at a purchase price determined
by the Company&#8217;s board of directors or a committee thereof, in its sole
discretion, that is (i)&nbsp;not less than the net asset value per share
determined in good faith by the board of directors or a committee thereof, in
their sole discretion, immediately prior to the payment of the distribution, or
the NAV Per Share, and (ii)&nbsp;not more than 2.5% greater than the NAV Per
Share as of such date. </font></font></p>

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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 style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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;">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. Through
December 31, 2014, a portion of the Company&#8217;s distributions 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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 style="border:none;margin-bottom:12.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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;">The following table reflects the sources
of cash distributions on a GAAP basis that the Company has declared on its
shares of common stock during the nine months ended September 30, 2015 and
2014:</font></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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=34% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=15 valign=bottom width=63% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Nine Months Ended</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=34% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=7 valign=bottom width=31% style="background:white;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2015</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=7 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2014</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=2 nowrap valign=bottom width=36% style="background:white;border:none;border-bottom:none black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Percentage</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Percentage</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=2 nowrap valign=bottom width=36% style="background:#B7DEE8;border:none;border-bottom:none black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Net investment income(1)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.2021</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=9% 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">14,549</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">36.8%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.0826</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=9% 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2,388</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">15.1%</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=2 nowrap valign=bottom width=36% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=2 nowrap valign=bottom width=36% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Net interest and other income from TRS portfolio</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.3055</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">21,997</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">55.7%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.3389</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">9,795</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">61.9%</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=2 nowrap valign=bottom width=36% style="height:12.0pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Net gain on TRS loan sales</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.0242</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:white;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,745</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">4.4%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.0728</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:white;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2,104</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">13.3%</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=2 nowrap valign=bottom width=36% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Net realized gain on investments</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.0100</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">717</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1.8%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.0469</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,355</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">8.5%</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=2 nowrap valign=bottom width=36% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Distributions in excess of net investment income(2)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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 style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.0069</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:white;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">499</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1.3%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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 style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.0065</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:white;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">189</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1.2%</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=2 nowrap valign=bottom width=36% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.5487</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">39,507</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.5477</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">15,831</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=34% style="border:none;border-bottom:solid black 1.0pt;height:8.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:8.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:8.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:8.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:8.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="border:none;height:8.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:8.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;height:8.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:8.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:8.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:8.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:8.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="border:none;height:8.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:8.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;height:8.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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 nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=43% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=4% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(1) </font></p>
  </td>
 <td colspan=9 valign=top width=97% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Distributions from net investment income include expense support
  from IIG of $1,049 related to the three months ended March 31, 2014.</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(2)</font></p>
  </td>
 <td colspan=9 valign=top width=97% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Distributions in excess of net investment income represent
  certain expenses, which are not deductable on a tax-basis.&#160; Unearned capital
  gains incentive fees and certain offering expenses reduce GAAP basis net
  investment income, but do not reduce tax basis net investment income. These
  tax-related adjustments represent additional net investment income available
  for distribution for tax purposes.</font></p>
  </td>
 </tr>
</table></div>



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

<p style="background:white;border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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;">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 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 style="background:white;border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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 style="background:white;border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font color=black face="Times New Roman,serif" style="border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">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 2014, 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font color=black face="Times New Roman,serif" style="border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">&nbsp;</font></font></p>


<DIV bclFooter>


<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:6.0pt;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;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">22</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-hyphenate:none;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><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></font></p>

<p align=center style="border:none;margin-bottom:.0001pt;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;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Notes to Consolidated
Financial Statements </font></b></font><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">(unaudited)</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:.0001pt;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;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">September 30, 2015</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:6.0pt;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;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">(in thousands, except share and per share
amounts)</font></b></font></font></b></p>


</DIV>
<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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;">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. Except for $162 of long-term capital
gains, all distributions for 2014 were characterized as ordinary income
distributions for federal income tax purposes.</font></font></p>

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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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;">The
tax components of accumulated earnings for the current year will be determined
at year end. As of December 31, 2014, the components of accumulated earnings on
a tax basis were as follows:</font></font></p>

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-indent:.5in;"><font face=Calibri,sans-serif lang=EN-US style="font-size:11.0pt;line-height:normal;">&#160;&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=62% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">December 31, 2014</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=62% style="background:#B6DDE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Undistributed net investment income</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B6DDE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</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 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=62% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Performance-based incentive fee on unrealized gains</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=62% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Net unrealized depreciation on investments and total return swap</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(6,059)</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=62% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(6,059)</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
</table></div>



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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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;">As of
September 30, 2015, the aggregate gross unrealized appreciation for all
securities in which there was an excess of value over tax cost was $6,771; the
aggregate gross unrealized depreciation for all securities in which there was
an excess of tax cost over value was $27,990; the net unrealized depreciation
was $21,219; and the aggregate cost of securities for Federal income tax
purposes was $709,165.</font></font></p>

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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 style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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;">As of
December 31, 2014, the aggregate gross unrealized appreciation for all
securities in which there was an excess of value over tax cost was $2,913; the
aggregate gross unrealized depreciation for all securities in which there was
an excess of tax cost over value was $8,972; the net unrealized depreciation
was $6,059; and the aggregate cost of securities for Federal income tax
purposes was $363,564.</font></font></p>

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

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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:27.0pt;"><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 style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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;">The
composition of the Company&#8217;s investment portfolio as of September 30, 2015 and
December 31, 2014 at amortized cost and fair value was as follows:</font></font></p>



<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%;">&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=26% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=7 valign=bottom width=35% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">September 30, 2015</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=7 valign=bottom width=35% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">December 31, 2014</font></b></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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=12% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Amortized</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Cost(1)</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=11% 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Fair</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Value</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Percentage&nbsp;of</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Investment</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Portfolio</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=11% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Amortized</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Cost(1)</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Fair</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Value</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Percentage&nbsp;of</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Investment</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Portfolio</font></b></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td valign=bottom width=26% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Senior secured first lien debt</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">110,877</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">110,001</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">16.1%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">69,239</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">69,204</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">19.7%</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=26% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Senior secured second lien debt</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">469,186</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">467,819</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">68.7%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">245,894</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">245,258</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">69.8%</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td valign=bottom width=26% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Collateralized securities and structured products - debt</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">44,333</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">42,973</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">6.3%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">28,752</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">27,965</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">8.0%</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td valign=bottom width=26% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Collateralized securities and structured products - equity</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">31,970</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">29,787</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">4.4%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">9,329</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">9,137</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2.5%</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td valign=bottom width=26% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Unsecured debt</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">31,892</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">30,701</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">4.5%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td valign=bottom width=26% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Subtotal/total percentage</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">688,258</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">681,281</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=10% style="border-bottom:double black 2.25pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">100.0%</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">353,214</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">351,564</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=10% style="border-bottom:double black 2.25pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">100.0%</font></b></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td valign=bottom width=26% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Short term investments(2)</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">20,781</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">20,781</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">10,350</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">10,350</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td valign=bottom width=26% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Total investments</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">709,039</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">702,062</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">363,564</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">361,914</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td valign=bottom width=26% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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=bottom width=3% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=97% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face=Calibri,sans-serif style="font-size:11.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=top width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(1)</font></p>
  </td>
 <td valign=top width=97% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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:12.0pt;">
  <td nowrap valign=top width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(2)</font></p>
  </td>
 <td valign=top width=97% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Short term investments represent an investment in a fund that
  invests in highly liquid investments with average original maturity dates of
  three months or less.</font></p>
  </td>
 </tr>
</table></div>




<DIV bclFooter>


<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:6.0pt;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;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">23</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">

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<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-hyphenate:none;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><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></font></p>

<p align=center style="border:none;margin-bottom:.0001pt;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;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Notes to Consolidated
Financial Statements </font></b></font><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">(unaudited)</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:.0001pt;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;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">September 30, 2015</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:6.0pt;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;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">(in thousands, except share and per share
amounts)</font></b></font></font></b></p>


</DIV>
<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" 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:normal;">C&#298;ON / Capitala Senior Loan Fund
I, LLC</font></i></font></p>

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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 style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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;">On
June 24, 2015, the Company entered into a joint venture with Capitala Finance
Corp., or Capitala, to create CCSLF. CCSLF is expected to invest primarily in
senior secured loans. All portfolio and other material decisions regarding CCSLF
must be submitted to its board of managers, which is comprised of four members,
two of whom were selected by the Company and the other two were selected by Capitala.
Further, all portfolio and other material decisions require the affirmative
vote of at least one member from the Company and one member from Capitala. </font></font></p>

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="background:white;border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;line-height:normal;">&nbsp;</font></font></p>

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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;">The
Company and Capitala have committed to provide an aggregate of up to $50,000 of
equity to CCSLF, with the Company providing up to $40,000 and Capitala
providing up to $10,000. &nbsp;In addition, CCSLF intends to obtain third party
asset-level financing.&nbsp;As of and for the three months ended September 30,
2015, CCSLF held no assets and generated no net income and as a result, is not
included on the Company&#8217;s consolidated schedule of investments as of September
30, 2015. If and when the Company and Capitala fund CCSLF with new investments,
CCSLF will be presented as a controlled investment as defined by the 1940 Act.
An investment is controlled under the 1940 Act when a company owns more than
25% of the portfolio company&#8217;s outstanding voting securities or maintains the
ability to nominate greater than 50% of the portfolio company's board
representation. </font></font></p>

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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 style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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;">The
Company has determined that CCSLF is an investment company under ASC 946. However,
in accordance with such guidance, the Company will generally not consolidate
its investment in a company other than a wholly owned investment company
subsidiary or a controlled operating company whose business consists of
providing services to the Company. Accordingly, the Company does not
consolidate CCSLF. </font></font></p>

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><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 style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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;">As of
November 9, 2015, the Company&#8217;s unfunded commitment to CCSLF was $40,000. </font></font></p>

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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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;">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, 2015 and December 31, 2014:</font></font></p>



<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%;">&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=27% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">September 30, 2015</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=4 valign=bottom width=36% style="background:white;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">December 31, 2014</font></b></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td valign=bottom width=27% style="background:white;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Industry Classification</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=15% style="background:white;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Investments&nbsp;at</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Fair&nbsp;Value</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:white;border:none;border-top:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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:11.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Percentage&nbsp;of</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Investment Portfolio</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=18% style="background:white;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Investments&nbsp;at</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Fair&nbsp;Value</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:white;border:none;border-top:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=17% style="background:white;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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Percentage&nbsp;of</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Investment Portfolio</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=27% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">122,387</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=18% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">17.9%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=16% 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">89,123</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=17% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">25.4%</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=27% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">High Tech Industries</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">81,859</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=18% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">12.0%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=16% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">45,737</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=17% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">13.0%</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=27% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Diversified Financials</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">72,760</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">10.7%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=16% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">37,102</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=17% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">10.6%</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=27% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Beverage, Food &amp; Tobacco</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">65,456</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=18% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">9.6%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=16% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">42,962</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=17% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">12.2%</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=27% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">56,580</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">8.3%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=16% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">10,203</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=17% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2.9%</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=27% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">48,408</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=18% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">7.1%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=16% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">7,867</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=17% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2.2%</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=27% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Chemicals, Plastics &amp; Rubber</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">27,500</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">4.0%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=16% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">9,107</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=17% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2.6%</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=27% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Hotel, Gaming &amp; Leisure</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">26,681</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=18% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">3.9%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=16% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">19,703</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=17% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">5.6%</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=27% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Media: Advertising, Printing &amp; Publishing</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">25,330</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">3.7%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=16% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">20,235</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=17% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">5.8%</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=27% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Construction &amp; Building</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">24,440</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=18% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">3.6%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=16% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">3,626</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=17% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1.0%</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=27% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Telecommunications</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">19,521</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2.9%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=16% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">13,813</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=17% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">3.9%</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=27% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Automotive</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">15,650</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=18% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2.3%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=16% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">14,123</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=17% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">4.0%</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=27% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">14,083</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2.1%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=16% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,571</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=17% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.4%</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=27% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Energy: Electricity</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">13,792</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=18% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2.0%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=16% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">5,932</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=17% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1.7%</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=27% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Services: Consumer</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">13,445</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2.0%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=16% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">792</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=17% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.2%</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=27% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Containers, Packaging &amp; Glass</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">12,331</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=18% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1.8%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=16% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">9,800</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=17% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2.8%</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=27% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Media: Diversified &amp; Production</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">12,143</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=16% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">6,298</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=17% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1.8%</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=27% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Media: Broadcasting &amp; Subscription</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">10,750</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=18% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1.6%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=16% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2,077</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=17% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.6%</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=27% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Energy: Oil &amp; Gas</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">6,549</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1.0%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=16% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,377</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=17% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.4%</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=27% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Retail</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">6,067</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=18% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.9%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=16% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=17% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=27% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Environmental Industries</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2,970</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.4%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=16% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">4,850</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=17% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1.4%</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=27% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Capital Equipment</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2,579</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=18% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.4%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=16% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">3,896</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=17% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1.1%</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=27% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=16% 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,370</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=17% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.4%</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=27% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Subtotal/total percentage</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">681,281</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">100.0%</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=16% style="border:none;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">351,564</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=17% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">100.0%</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=27% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">20,781</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=16% 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">10,350</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=17% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td valign=bottom width=27% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">702,062</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=18% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=16% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">361,914</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=17% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 </tr>
</table></div>




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<DIV bclHeader>


<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-hyphenate:none;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><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></font></p>

<p align=center style="border:none;margin-bottom:.0001pt;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;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Notes to Consolidated
Financial Statements </font></b></font><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">(unaudited)</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:.0001pt;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;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">September 30, 2015</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:6.0pt;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;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">(in thousands, except share and per share
amounts)</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 valign=bottom width=31% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">September 30, 2015</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=4 valign=bottom width=33% style="background:white;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">December 31, 2014</font></b></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td valign=bottom width=31% style="background:white;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Geographic Dispersion(1)</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=15% style="background:white;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Investments&nbsp;at</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Fair&nbsp;Value</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:white;border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Percentage&nbsp;of</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Investment Portfolio</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=15% style="background:white;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Investments&nbsp;at</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Fair&nbsp;Value</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:white;border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=17% style="background:white;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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Percentage&nbsp;of</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Investment Portfolio</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=31% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">605,822</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=18% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">88.9%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">314,540</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">89.4%</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=31% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Cayman Islands</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:white;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">37,989</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=18% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">5.6%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:white;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">17,445</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">5.0%</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=31% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">23,150</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">3.4%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">8,009</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2.3%</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=31% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Netherlands</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:white;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">9,310</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=18% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1.4%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:white;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">4,975</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1.4%</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=31% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">United Kingdom</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2,970</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.4%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">4,850</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1.4%</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=31% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Canada</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:white;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2,040</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=18% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.3%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:white;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="background:white;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=31% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,745</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.5%</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=31% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Subtotal/total percentage</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:white;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:white;border:none;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">681,281</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=18% style="background:white;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">100.0%</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:white;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:white;border:none;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">351,564</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=17% style="background:white;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">100.0%</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=31% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">20,781</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">10,350</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=17% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td valign=bottom width=31% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Total investments</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:white;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:white;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">702,062</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=18% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:white;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:white;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">361,914</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=17% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 </tr>
<tr style="height:7.5pt;">
  <td valign=bottom width=31% style="border:none;border-bottom:solid black 1.0pt;height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=18% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=17% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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 nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=97% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(1)</font></p>
  </td>
 <td nowrap valign=bottom width=97% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">The geographic dispersion is determined by the portfolio
  company's country of domicile.</font></p>
  </td>
 </tr>
</table></div>



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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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;">As of
September 30, 2015 and December 31, 2014, there were no delinquent or
non-accrual debt investments.</font></font></p>

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:10.0pt;text-align:justify;text-indent:.5in;"><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;">Except for CCSLF, the Company does not &#8220;control&#8221; and is not an
&#8220;affiliate&#8221; of any of its 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font color=black face="Times New Roman,serif" style="border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">&nbsp;</font></font></p>

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font color=black face="Times New Roman,serif" style="border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">The Company&#8217;s investment portfolio may contain senior secured
investments that are in the form of lines of credit, revolving credit
facilities, or unfunded commitments, which may require the Company to provide
funding when requested in accordance with the terms of the underlying
agreements. As of September 30, 2015 and </font></font><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;">December 31, 2014</font><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">, the Company&#8217;s unfunded commitments amounted to $43,562
and $23,112, respectively. As of November 9, 2015, the Company&#8217;s unfunded
commitments amounted to $43,757. &nbsp;Since
these commitments may expire without being drawn upon, unfunded commitments do
not necessarily represent future cash requirements or future earning assets for
the Company.&nbsp; Refer to Note 11
for further details on the Company&#8217;s unfunded commitments.</font></font></p>

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

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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:27.0pt;"><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 style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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;">On
December 17, 2012, the Company, through its wholly-owned subsidiary, Flatiron
Funding, LLC, or Flatiron, entered into a TRS with Citibank, N.A., or
Citibank.&#160; Effective December 9, 2013, Flatiron and Citibank amended the TRS
to, among other things, 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 $150,000 to $225,000, 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 $275,000 effective February 18, 2014,
to $325,000 effective April 30, 2014, to $375,000 effective July 30, 2014, to
$475,000 effective September 5, 2014, to $600,000 effective January 20, 2015
and to $750,000 effective March 4, 2015. Effective October 2, 2015, Flatiron
and Citibank further amended the TRS to extend the termination or call date
from December 17, 2015 to March 17, 2016 and to provide that the floating rate
index specified for each loan included in the TRS will not be less than zero.&nbsp;&nbsp;The
agreements between Flatiron and Citibank, which collectively establish the TRS,
are referred to herein as the TRS Agreement.</font></font></p>

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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 style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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 style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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;">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.&nbsp;</font></font></p>


<DIV bclFooter>


<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:6.0pt;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;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">25</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-hyphenate:none;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><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></font></p>

<p align=center style="border:none;margin-bottom:.0001pt;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;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Notes to Consolidated
Financial Statements </font></b></font><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">(unaudited)</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:.0001pt;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;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">September 30, 2015</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:6.0pt;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;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">(in thousands, except share and per share
amounts)</font></b></font></font></b></p>


</DIV>
<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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;">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 $750,000. 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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 style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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;">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,
which will not be less than zero, 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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 style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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;">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>

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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 style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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 style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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;">Citibank
may terminate the TRS on or after March 17, 2016, 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 $3,789 at
September 30, 2015. Flatiron may also be required to pay a minimum usage fee in
connection with the TRS. As of September 30, 2015 and December 31, 2014,
Flatiron owed Citibank a minimum usage fee of $8 and $16, respectively.</font></font></p>

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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 style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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;">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, 2015 and December 31, 2014, the fair value of the TRS was ($14,116) and
($4,409), respectively. The fair value of the TRS is reflected as unrealized
depreciation 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 on total
return swap. As of September 30, 2015 and December 31, 2014, Flatiron had
selected 95 and 69 underlying loans with a total notional amount of $679,122
and $431,979, respectively. For the same periods, Flatiron posted $178,631 and
$128,388 in cash collateral held by Citibank (of which only $177,846 and $</font><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">116,564&nbsp;</font><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;"> was required to be posted), which is
reflected in due from counterparty on the Company&#8217;s consolidated balance
sheets. </font></font></p>


<DIV bclFooter>


<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:6.0pt;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;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">26</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-hyphenate:none;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><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></font></p>

<p align=center style="border:none;margin-bottom:.0001pt;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;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Notes to Consolidated
Financial Statements </font></b></font><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">(unaudited)</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:.0001pt;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;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">September 30, 2015</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:6.0pt;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;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">(in thousands, except share and per share
amounts)</font></b></font></font></b></p>


</DIV>
<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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;">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 September 30, 2015 and December 31, 2014,
the net receivable on the TRS consisted of the following: </font></font></p>

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-indent:.5in;"><font face=Calibri,sans-serif lang=EN-US style="font-size:11.0pt;line-height:normal;">&#160;&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 width=3% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=31% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td width=1% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=32% style="border:none;border-bottom:solid black 1.0pt;height:15.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">September 30, 2015</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=31% style="border:none;border-bottom:solid black 1.0pt;height:15.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">December 31, 2014</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=2 nowrap valign=bottom width=34% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Interest and other income from TRS portfolio</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=29% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">8,247</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=29% 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">5,656</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td colspan=2 nowrap valign=bottom width=34% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Interest and other expense from TRS portfolio</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=29% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(2,060)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=29% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(1,318)</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td colspan=2 nowrap valign=bottom width=34% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Net gain on TRS loan sales</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=29% 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">111</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=29% 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">219</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td colspan=2 valign=bottom width=34% style="height:12.75pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Total (1)</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=29% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">6,298</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=29% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">4,557</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=3% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=31% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=29% style="border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=29% style="border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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 nowrap valign=bottom width=4% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=96% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(1)</font></p>
  </td>
 <td valign=bottom width=96% style="height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Net receivable is reflected in receivable due on total return
  swap on the Company's consolidated balance sheets.</font></p>
  </td>
 </tr>
</table></div>



<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font style="border:none;"><font face=Calibri,sans-serif lang=EN-US style="font-size:11.0pt;line-height:normal;">&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160; &nbsp;</font></font></p>

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-indent:.5in;"><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;">For the three and nine months ended
September 30, 2015 and 2014, the net realized gain on the TRS consisted of the
following:</font></font></p>

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-indent:.5in;"><font face=Calibri,sans-serif lang=EN-US style="font-size:11.0pt;line-height:normal;">&#160;&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=4 valign=bottom width=29% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Three Months Ended</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">September 30,</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=4 valign=bottom width=29% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Nine Months Ended</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=12% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2015</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=12% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2014</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=12% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2015</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=12% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2014</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=34% style="background:#B7DEE8;height:12.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Interest and other income from TRS portfolio</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">10,886</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">5,316</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">29,255</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">12,739</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=34% style="height:12.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Interest and other expense from TRS portfolio</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:12.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(2,743)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:12.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(1,207)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:12.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(7,258)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:12.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(2,944)</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=34% style="background:#B7DEE8;height:12.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Net gain on TRS loan sales</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">477</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">27</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,745</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2,104</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=34% style="height:12.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&#160; Total (1)</font></b></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">8,620</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">4,136</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">23,742</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">11,899</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=34% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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 nowrap valign=bottom width=4% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=96% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(1)</font></p>
  </td>
 <td valign=bottom width=96% style="height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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>



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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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;">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,
2015, Flatiron was in compliance with all covenants and reporting requirements.</font></font></p>

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:27.0pt;"><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 style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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;">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. The net
unrealized appreciation on the TRS, if any, is reflected in total assets on the
Company&#8217;s consolidated balance sheets and included in the computation of the
base management fee. The base management fee does not include any net
unrealized depreciation on the TRS as such amounts are not included in total
assets. </font></font></p>

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:8.15pt;text-align:justify;text-indent:.5in;"><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;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:27.0pt;"><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 style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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;">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 the SEC.</font></font></p>

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:27.0pt;"><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 style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:6.0pt;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;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">27</font></font></p>


</DIV>
</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">

<DIV bclHeader>


<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-hyphenate:none;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><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></font></p>

<p align=center style="border:none;margin-bottom:.0001pt;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;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Notes to Consolidated
Financial Statements </font></b></font><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">(unaudited)</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:.0001pt;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;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">September 30, 2015</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:6.0pt;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;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">(in thousands, except share and per share
amounts)</font></b></font></font></b></p>


</DIV>
<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-indent:.5in;"><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;">The following is a summary of the underlying loans subject to the
TRS as of September 30, 2015:</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=38% style="border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Underlying Loans(a)</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Index Rate(b)</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=20% style="border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Industry</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Notional</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Amount</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Fair</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Value(c)</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Unrealized</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Appreciation /</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Senior Secured First Lien Debt</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=7% style="border:none;border-top:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=7% style="border:none;border-top:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Retail</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">6,753</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">6,785</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">$</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">32</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=38% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Academy, Ltd., L+400, 1.00% LIBOR Floor, 7/1/2022(d)</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=9% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Retail</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:white;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">10,394</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:white;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">10,385</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(9)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Access CIG, LLC, L+500, 1.00% LIBOR Floor, 10/18/2021</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Services: Business</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">2,978</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">2,985</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">7</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=38% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">AdvancePierre Foods, Inc., L+450, 1.25% LIBOR Floor, 7/10/2017</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=9% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">6 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Beverage, Food &amp; Tobacco</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:white;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3,648</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:white;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3,678</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">30</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">ALM Media, LLC, L+450, 1.00% LIBOR Floor, 7/31/2020</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Media: Advertising, Printing &amp; Publishing</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">7,933</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">7,830</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(103)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=38% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Alvogen Pharma US, Inc., L+500, 1.00% LIBOR Floor, 4/1/2022(d)</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=9% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Healthcare &amp; Pharmaceuticals</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:white;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">15,274</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:white;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">15,202</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(72)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">12,313</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">12,390</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">77</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=38% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Energy: Oil &amp; Gas</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">4,254</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">2,434</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(1,820)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">14,247</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">14,308</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">61</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=38% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Aquilex, LLC, L+400, 1.00% LIBOR Floor, 12/31/2020</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=9% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Chemicals, Plastics &amp; Rubber</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:white;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1,938</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:white;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1,914</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(24)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">At Home Holding III Inc., L+400, 1.00% LIBOR Floor, 6/3/2022</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Retail</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">5,574</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">5,588</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">14</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=38% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Avaya Inc., L+525, 1.00% LIBOR Floor, 5/29/2020</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=9% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">2 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Telecommunications</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:white;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">14,762</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:white;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">11,631</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(3,131)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Azure Midstream Energy, LLC, L+650, 1.00% LIBOR Floor,
  11/15/2018</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">2,485</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">2,140</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(345)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=38% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">BRG Sports, Inc., L+550, 1.00% LIBOR Floor, 4/15/2021</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=9% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Consumer Goods: Durable</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:white;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">8,526</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:white;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">8,530</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">4</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Builders FirstSource Inc., L+500, 1.00% LIBOR Floor,
  7/29/2022(d)(e)</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Forest Products &amp; Paper</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">14,274</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">14,197</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(77)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=38% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Caraustar Industries, Inc., L+675, 1.25% LIBOR Floor, 5/1/2019</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=9% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Forest Products &amp; Paper</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:white;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">17,476</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:white;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">17,984</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">508</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Caraustar Industries, Inc., L+675, 1.25% LIBOR Floor, 5/1/2019</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Forest Products &amp; Paper</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">905</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">913</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">8</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=38% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Cast &amp; Crew Payroll, LLC, L+375, 1.00% LIBOR Floor,
  8/12/2022</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=9% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Services: Business</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:white;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1,314</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:white;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1,309</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(5)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">CDS U.S. Intermediate Holdings, Inc., L+400, 1.00% LIBOR Floor,
  7/8/2022</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Hotel, Gaming &amp; Leisure</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1,963</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1,969</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">6</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=38% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Central Security Group, Inc., L+525, 1.00% LIBOR Floor,
  10/6/2020</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=9% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Services: Consumer</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:white;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">13,080</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:white;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">13,092</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">12</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Charming Charlie, LLC, L+800, 1.00% LIBOR Floor, 12/24/2019</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Retail</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">8,670</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">8,376</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(294)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=38% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Chemstralia Pty. Ltd., L+625, 1.00% LIBOR Floor, 2/28/2022(d)(e)</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=9% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(f)</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Chemicals, Plastics &amp; Rubber</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:white;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3,007</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:white;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">2,985</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(22)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">CSC Holdings, LLC, L+400, 1.00% LIBOR Floor, 10/9/2022(d)</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Telecommunications</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">9,837</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">9,941</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">104</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=38% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">CSP Technologies North America, LLC, L+600, 1.00% LIBOR Floor,
  1/29/2022</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=9% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Chemicals, Plastics &amp; Rubber</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:white;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">13,617</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:white;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">13,860</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">243</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">CT Technologies Intermediate Holdings, Inc., L+425, 1.00% LIBOR
  Floor, 12/1/2021</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">14,868</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">14,910</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">42</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=38% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">DAE Aviation Holdings, Inc., L+425, 1.00% LIBOR Floor, 7/7/2022</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=9% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Aerospace &amp; Defense</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:white;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">7,610</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:white;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">7,614</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">4</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">David's Bridal, Inc., L+400, 1.25% LIBOR Floor, 10/11/2019</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Retail</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">5,258</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">4,771</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(487)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=38% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">DBRS, Inc., L+525, 1.00% LIBOR Floor, 3/4/2022(e)</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=9% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Services: Business</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:white;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">13,037</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:white;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">13,153</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">116</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Deltek, Inc., L+400, 1.00% LIBOR Floor, 6/25/2022</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Services: Business</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3,132</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3,153</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">21</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=38% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Diamond Resorts Corp., L+450, 1.00% LIBOR Floor, 5/9/2021(e)</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=9% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Consumer Goods: Non-Durable</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:white;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3,008</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:white;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3,001</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(7)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">EIG Investors Corp., L+400, 1.00% LIBOR Floor, 11/9/2019(e)</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Services: Business</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1,850</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1,855</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">5</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=38% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Emmis Operating Company, L+600, 1.00% LIBOR Floor, 6/10/2021</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=9% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Media: Broadcasting &amp; Subscription</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:white;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">8,783</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:white;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">8,366</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(417)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Evergreen Skills Lux S.&#192;.R.L., L+475, 1.00% LIBOR Floor,
  4/28/2021(e)</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">7,266</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">6,699</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(567)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=38% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Global Cash Access, Inc., L+525, 1.00% LIBOR Floor, 12/18/2020</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Hotel, Gaming &amp; Leisure</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:white;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">9,628</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:white;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">9,747</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">119</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">GTCR Valor Companies, Inc., L+500, 1.00% LIBOR Floor, 5/30/2021</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3,908</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3,913</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">5</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=38% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">HC Group Holdings III, Inc., L+500, 1.00% LIBOR Floor, 4/7/2022</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">2 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Healthcare &amp; Pharmaceuticals</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">498</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">501</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Healogics, Inc., L+425, 1.00% LIBOR Floor, 7/1/2021</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">4,891</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">4,947</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">56</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=38% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Media: Broadcasting &amp; Subscription</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">4,016</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3,903</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(113)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Hilex Poly Co. LLC, L+500, 1.00% LIBOR Floor, 12/5/2021</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">8,317</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">8,366</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">49</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=38% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Hyperion Insurance Group Ltd., L+450, 1.00% LIBOR Floor,
  3/26/2022(e)</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Banking, Finance, Insurance &amp; Real Estate</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3,047</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3,074</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">27</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">IMG Worldwide Holdings, LLC, L+425, 1.00% LIBOR Floor, 5/6/2021</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">14,404</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">14,523</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">119</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=38% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Infiltrator Water Technologies, LLC, L+425, 1.00% LIBOR Floor,
  5/27/2022</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Construction &amp; Building</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">9,023</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">9,057</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">34</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">inVentiv Health, Inc., L+625, 1.50% LIBOR Floor, 5/15/2018</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">5,505</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">5,482</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(23)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=38% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Healthcare &amp; Pharmaceuticals</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">4,495</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">4,478</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(17)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Lanyon Solutions, Inc., L+450, 1.00% LIBOR Floor, 11/13/2020</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1,151</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1,150</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(1)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=38% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Services: Business</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">5,882</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">5,498</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(384)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Murray Energy Corp., L+650, 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Mining &amp; Metals</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">8,350</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">6,665</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(1,685)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=38% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Navex Global, Inc., L+475, 1.00% LIBOR Floor, 11/19/2021</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">6 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">High Tech Industries</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">13,771</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">13,825</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">54</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Nielsen &amp; Bainbridge, LLC, L+500, 1.00% LIBOR Floor,
  8/15/2020</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">16,134</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">16,235</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">101</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=38% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Oasis Outsourcing Holdings, Inc., L+475, 1.00% LIBOR Floor,
  12/26/2021</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Services: Business</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">9,479</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">9,623</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">144</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Onex TSG Holdings II Corp., L+400, 1.00% LIBOR Floor,
  7/29/2022(d)</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">2,475</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">2,494</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">19</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=38% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Opal Acquisition, Inc., L+400, 1.00% LIBOR Floor, 11/27/2020</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Healthcare &amp; Pharmaceuticals</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">10,382</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">10,216</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(166)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Pelican Products, Inc., L+425, 1.00% 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">7,907</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">7,940</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">33</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=38% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Hotel, Gaming &amp; Leisure</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">960</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">975</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">15</font></p>
  </td>
 </tr>
</table></div>




<DIV bclFooter>


<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:6.0pt;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;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">28</font></font></p>


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</DIV><HR noshade STYLE="page-break-after: always" align="center" width="100%" size=2><a name="page_33"></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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-hyphenate:none;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><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></font></p>

<p align=center style="border:none;margin-bottom:.0001pt;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;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Notes to Consolidated
Financial Statements </font></b></font><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">(unaudited)</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:.0001pt;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;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">September 30, 2015</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:6.0pt;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;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">(in thousands, except share and per share
amounts)</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Underlying
  Loans(a)</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></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=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Index Rate(b)</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Industry</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Notional</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Amount</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Fair</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Value(c)</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Unrealized</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Appreciation /</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(Depreciation)</font></b></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td valign=top width=37% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">PetroChoice Holdings, Inc., L+500, 1.00% LIBOR Floor, 8/19/2022</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Chemicals, Plastics &amp; Rubber</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1,649</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1,658</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">9</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td valign=top width=37% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Photonis Technologies SAS, L+750, 1.00% LIBOR Floor,
  9/18/2019(e)</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Aerospace &amp; Defense</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">6,580</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">6,496</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(84)</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td valign=top width=37% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Pike Corp., L+450, 1.00% LIBOR Floor, 12/22/2021</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Energy: Electricity</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">2,359</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">2,345</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(14)</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td valign=top width=37% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Polyconcept Finance B.V., L+475, 1.25% LIBOR Floor, 6/28/2019(e)</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Consumer Goods: Non-Durable</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">7,198</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">7,221</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">23</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td valign=top width=37% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">PSC Industrial Holdings Corp., L+475, 1.00% LIBOR Floor,
  12/5/2020</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Services: Business</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">4,913</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">4,925</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">12</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td valign=top width=37% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Riverbed Technology, Inc., L+500, 1.00% LIBOR Floor, 4/24/2022</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">High Tech Industries</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">4,630</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">4,643</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">13</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td valign=top width=37% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">RP Crown Parent, LLC, L+500, 1.00% LIBOR Floor, 12/21/2018</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">High Tech Industries</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">15,470</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">14,045</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(1,425)</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td valign=top width=37% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Scientific Games International, Inc., L+500, 1.00% LIBOR Floor,
  10/1/2021(d)(e)</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Various</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Hotel, Gaming &amp; Leisure</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">21,485</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">21,466</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(19)</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td valign=top width=37% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">SESAC Holdco II LLC, L+425, 1.00% LIBOR Floor, 2/7/2019</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">6 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Media: Broadcasting &amp; Subscription</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">5,062</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">5,050</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(12)</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td valign=top width=37% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">SG Acquisition, Inc., L+525, 1.00% LIBOR Floor, 8/19/2021</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Banking, Finance, Insurance &amp; Real Estate</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">13,652</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">13,622</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(30)</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td valign=top width=37% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">SGS Cayman, L.P., L+500, 1.00% LIBOR Floor, 4/23/2021(e)</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Services: Business</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">523</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">537</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">14</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td valign=top width=37% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">SI Organization, Inc., L+475, 1.00% LIBOR Floor, 11/23/2019</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Services: Business</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">6,814</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">6,825</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">11</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td valign=top width=37% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Prime</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Healthcare &amp; Pharmaceuticals</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">4,663</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3,247</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(1,416)</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td valign=top width=37% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Southcross Holdings Borrower LP, L+500, 1.00% LIBOR Floor,
  8/4/2021</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Energy: Oil &amp; Gas</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1,252</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">944</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(308)</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td valign=top width=37% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">SRA International Inc., L+525, 1.25% LIBOR Floor, 7/20/2018</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">High Tech Industries</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">2,149</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">2,195</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">46</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td valign=top width=37% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Steward Health Care System, LLC, L+550, 1.25% LIBOR Floor,
  4/10/2020</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Healthcare &amp; Pharmaceuticals</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">9,842</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">9,860</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">18</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td valign=top width=37% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">STG-Fairway Acquisitions, Inc., L+525, 1.00% LIBOR Floor,
  6/30/2022</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Services: Business</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">7,690</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">7,877</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">187</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td valign=top width=37% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Styrolution US Holding LLC, L+550, 1.00% LIBOR Floor, 11/7/2019</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Chemicals, Plastics &amp; Rubber</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3,943</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">4,034</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">91</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td valign=top width=37% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Surgery Center Holdings, Inc., L+425, 1.00% LIBOR Floor,
  11/3/2020</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Healthcare &amp; Pharmaceuticals</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">6,483</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">6,602</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">119</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td valign=top width=37% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Survey Sampling International, LLC, L+500, 1.00% LIBOR Floor,
  12/16/2020</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Services: Business</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">7,880</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">7,940</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">60</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td valign=top width=37% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Sutherland Global Services Inc., L+500, 1.00% LIBOR Floor,
  4/23/2021</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Services: Business</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">2,248</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">2,305</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">57</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td valign=top width=37% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">TASC, Inc., L+600, 1.00% LIBOR Floor, 5/23/2020(e)</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Services: Business</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">10,418</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">10,775</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">357</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td valign=top width=37% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">TIBCO Software Inc., L+550, 1.00% LIBOR Floor, 12/4/2020(d)</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">High Tech Industries</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">14,557</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">14,772</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">215</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td valign=top width=37% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">TMFS Holdings, LLC, L+450, 1.00% LIBOR Floor, 7/30/2021</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Banking, Finance, Insurance &amp; Real Estate</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">14,694</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">14,802</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">108</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td valign=top width=37% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">TOPPS Company, Inc., L+600, 1.25% LIBOR Floor, 10/2/2018</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Consumer Goods: Non-Durable</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">2,313</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">2,268</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(45)</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td valign=top width=37% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Travel Leaders Group, LLC, L+600, 1.00% LIBOR Floor, 12/7/2020</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Services: Consumer</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">5,549</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">5,581</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">32</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td valign=top width=37% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">TWCC Holding Corp., L+500, 0.75% LIBOR Floor, 2/11/2020</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">6 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Media: Broadcasting &amp; Subscription</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">9,851</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">9,900</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">49</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td valign=top width=37% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">U.S. Farathane, LLC, L+575, 1.00% LIBOR Floor, 12/23/2021</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Automotive</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3,520</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3,577</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">57</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td valign=top width=37% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Construction &amp; Building</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">12,361</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">12,381</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">20</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td valign=top width=37% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Vince, LLC, L+475, 1.00% LIBOR Floor, 11/27/2019(e)</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Consumer Goods: Non-Durable</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1,248</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1,214</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(34)</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td valign=top width=37% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Western Dental Services, Inc., L+500, 1.00% LIBOR Floor,
  11/1/2018</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Healthcare &amp; Pharmaceuticals</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">6,085</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">5,398</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(687)</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=top width=37% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Total Senior Secured First Lien Debt</font></b></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=red face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=2% style="border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">621,338</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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 align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">611,065</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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 align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(10,273)</font></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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Senior Secured Second Lien Debt</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=red face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=18% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=8% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=8% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=8% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">AmWINS Group, LLC, L+850, 1.00% LIBOR Floor, 9/4/2020</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">870</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">916</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">46</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Asurion, LLC, L+750, 1.00% LIBOR Floor, 3/3/2021(d)</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Services: Consumer</font></p>
  </td>
 <td width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">7,772</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">7,181</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(591)</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Evergreen Skills Lux S.&#192;.R.L., L+825, 1.00% LIBOR Floor,
  4/28/2022(e)</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">High Tech Industries</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">9,798</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">8,600</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(1,198)</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">GOBP Holdings, Inc., L+825, 1.00% LIBOR Floor, 10/21/2022</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Retail</font></p>
  </td>
 <td width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3,940</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3,990</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">50</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Services: Business</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">6,965</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">6,492</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(473)</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Onex Carestream Finance LP, L+850, 1.00% LIBOR Floor, 12/7/2019</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Healthcare &amp; Pharmaceuticals</font></p>
  </td>
 <td width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">13,600</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">13,158</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(442)</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Chemicals, Plastics &amp; Rubber</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">8,050</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">7,960</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(90)</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">PFS Holding Corp., L+725, 1.00% LIBOR Floor, 1/31/2022</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Retail</font></p>
  </td>
 <td width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">4,973</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3,911</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(1,062)</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Telecommunications</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1,002</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">905</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(97)</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">2 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Healthcare &amp; Pharmaceuticals</font></p>
  </td>
 <td width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">814</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">828</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">14</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=37% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Total Senior Secured Second Lien Debt</font></b></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=red face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">57,784</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">53,941</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(3,843)</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Total</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=18% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">679,122</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">$</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">665,006</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">$</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(14,116)</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=18% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=8% style="border:none;height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=8% style="border:none;height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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=bottom width=3% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=97% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:9.0pt;">
  <td nowrap valign=top width=3% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(a)</font></p>
  </td>
 <td valign=top width=97% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">All of the underlying loans subject to the TRS 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=3% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(b)</font></p>
  </td>
 <td valign=top width=97% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">The 1, 2, 3, and 6 month LIBOR rates were 0.19%, 0.26%, 0.33%
  and 0.53%, respectively, as of September 30, 2015. The actual LIBOR rate for
  each loan listed may not be the applicable LIBOR rate as of September 30,
  2015, as the loan may have been priced or repriced based on a LIBOR rate
  prior to or subsequent to September 30, 2015. The prime rate was 3.25% as of
  September 30, 2015.</font></p>
  </td>
 </tr>
<tr style="height:9.0pt;">
  <td nowrap valign=top width=3% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(c)</font></p>
  </td>
 <td valign=top width=97% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Fair value determined by the Company&#8217;s board of directors (see
  Note 9).</font></p>
  </td>
 </tr>
<tr style="height:9.0pt;">
  <td nowrap valign=top width=3% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(d)</font></p>
  </td>
 <td valign=top width=97% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Position or portion thereof unsettled as of September 30, 2015.</font></p>
  </td>
 </tr>
<tr style="height:9.0pt;">
  <td nowrap valign=top width=3% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(e)</font></p>
  </td>
 <td valign=top width=97% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">All or a portion of 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 the company&#8217;s total assets as
  defined under Section 55 of the 1940 Act. As of September 30, 2015, 88.5% of
  the Company&#8217;s total assets represented qualifying assets. In addition, as described
  in this 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 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,
  2015.</font></p>
  </td>
 </tr>
<tr style="height:9.0pt;">
  <td nowrap valign=top width=3% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(f)</font></p>
  </td>
 <td valign=top width=97% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">As of November 9, 2015, 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:6.0pt;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;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">29</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-hyphenate:none;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><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></font></p>

<p align=center style="border:none;margin-bottom:.0001pt;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;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Notes to Consolidated
Financial Statements </font></b></font><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">(unaudited)</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:.0001pt;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;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">September 30, 2015</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:6.0pt;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;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">(in thousands, except share and per share
amounts)</font></b></font></font></b></p>


</DIV>
<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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;">The following is a summary of the
underlying loans subject to the TRS as of December 31, 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=38% style="border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Underlying Loans(a)</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Index Rate(b)</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=20% style="border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Industry</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Notional</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Amount</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=8% style="border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Fair</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Value(c)</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Unrealized</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Appreciation /</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Senior Secured First Lien Debt</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=10% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=7% style="border:none;border-top:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=6% style="border:none;border-top:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Retail</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">6,804</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">6,858</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">$</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">54</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=38% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Alion Science and Technology Corp., L+1,000, 1.00% LIBOR Floor,
  8/18/2019</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Capital Equipment</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">6,085</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">6,168</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">83</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">ALM Media, LLC, L+450, 1.00% LIBOR Floor, 7/31/2020</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Media: Advertising, Printing &amp; Publishing</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">7,096</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">7,001</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(95)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=38% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">American Dental Partners, Inc., L+475, 1.00% LIBOR Floor,
  8/29/2021</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Healthcare &amp; Pharmaceuticals</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">12,406</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">12,344</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(62)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">American Energy - Marcellus, LLC, L+425, 1.00% LIBOR Floor,
  8/4/2020</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">4,254</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3,800</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(454)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=38% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">American Residential Services, LLC, L+450, 1.00% LIBOR Floor,
  6/30/2021</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Construction &amp; Building</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">14,355</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">14,255</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(100)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">American Tire Distributors, Inc., L+475, 1.00% LIBOR Floor,
  6/1/2018(d)</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Automotive</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">11,942</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">11,939</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(3)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=38% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Aquilex, LLC, L+400, 1.00% LIBOR Floor, 12/31/2020</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Chemicals, Plastics &amp; Rubber</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1,953</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1,923</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(30)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Azure Midstream Energy, LLC, L+550, 1.00% LIBOR Floor,
  11/15/2018</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">4,161</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3,750</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(411)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=38% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Consumer Goods: Durable</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">9,294</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">9,369</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">75</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">C.H.I. 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">5,731</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">5,699</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(32)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=38% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Caraustar Industries, Inc., L+675, 1.25% LIBOR Floor,
  5/1/2019(d)</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Forest Products &amp; Paper</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">9,650</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">9,944</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">294</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Caraustar Industries, Inc., L+625, 1.25% LIBOR Floor, 5/1/2019</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Forest Products &amp; Paper</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">917</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">923</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">6</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=38% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Central Security Group, Inc., L+525, 1.00% LIBOR Floor,
  10/6/2020</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Services: Consumer</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">13,178</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">13,174</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(4)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Charming Charlie, LLC, L+800, 1.00% LIBOR Floor, 12/24/2019</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Retail</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">8,736</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">8,681</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(55)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=38% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Compuware Holdings, LLC (B1), L+525, 1.00% LIBOR Floor,
  12/15/2019</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">High Tech Industries</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">274</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">274</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">-</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Compuware Holdings, LLC (B2), L+525, 1.00% LIBOR Floor,
  12/10/2021</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">552</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">552</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">-</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=38% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">CT Technologies Intermediate Holdings, Inc., L+500, 1.00% LIBOR
  Floor, 12/1/2021</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Healthcare &amp; Pharmaceuticals</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">4,950</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">4,981</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">31</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Emmis Operating Company, L+500, 1.00% LIBOR Floor, 6/10/2021</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Media: Broadcasting &amp; Subscription</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">6,935</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">6,965</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">30</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=38% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Evergreen Skills Lux S.&#192;.R.L., L+475, 1.00% LIBOR Floor,
  4/28/2021(d)(e)</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">6 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">High Tech Industries</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">2,947</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">2,944</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(3)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Global Cash Access, Inc., L+525, 1.00% LIBOR Floor,
  12/18/2020(d)</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Hotel, Gaming &amp; Leisure</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">7,806</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">7,786</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(20)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=38% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">GTCR Valor Companies, Inc., L+500, 1.00% LIBOR Floor, 5/30/2021</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">High Tech Industries</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3,938</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3,883</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(55)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Hemisphere Media Holdings, LLC, L+400, 1.00% LIBOR Floor,
  7/30/2020</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Media: Broadcasting &amp; Subscription</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">4,042</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">4,000</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(42)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=38% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Hilex Poly Co. LLC, L+500, 1.00% LIBOR Floor, 12/5/2021(d)</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Containers, Packaging &amp; Glass</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">8,359</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">8,329</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(30)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Hyperion Finance S.&#193;.R.L, L+475, 1.00% LIBOR Floor,
  10/17/2019(e)</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Banking, Finance, Insurance &amp; Real Estate</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">4,388</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">4,455</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">67</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=38% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Healthcare &amp; Pharmaceuticals</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">2,490</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">2,472</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(18)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Lanyon Solutions, Inc., L+450, 1.00% LIBOR Floor, 11/13/2020</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1,160</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1,142</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(18)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=38% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Services: Business</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">8,081</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">8,010</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(71)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">6,425</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">6,417</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(8)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=38% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Navex Global, Inc., L+475, 1.00% LIBOR Floor, 11/19/2021</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Services: Business</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">9,900</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">9,900</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">-</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Nielsen &amp; Bainbridge, LLC, L+500, 1.00% LIBOR Floor,
  8/15/2020</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">16,256</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">16,193</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(63)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=38% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Oasis Outsourcing Holdings, Inc., L+475, 1.00% LIBOR Floor,
  12/26/2021(d)</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Services: Business</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">9,900</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">9,975</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">75</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Peppermill Casinos, Inc., L+600, 1.25% LIBOR Floor, 11/9/2018</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Hotel, Gaming &amp; Leisure</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">968</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">977</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">9</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=38% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Photonis Technologies SAS, L+750, 1.00% LIBOR Floor,
  9/18/2019(e)</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Aerospace &amp; Defense</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">10,214</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">10,014</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(200)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Polyconcept Finance B.V., L+475, 1.25% LIBOR Floor, 6/28/2019(e)</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">7,310</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">7,389</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">79</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=38% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">PSC Industrial Holdings Corp., L+475, 1.00% LIBOR Floor,
  12/5/2020</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Prime</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Services: Business</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">4,950</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">4,969</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">19</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Scientific Games International, Inc., L+500, 1.00% LIBOR Floor,
  10/1/2021(d)(e)</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Hotel, Gaming &amp; Leisure</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3,796</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3,843</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">47</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=38% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">SG Acquisition, Inc., L+525, 1.00% LIBOR Floor, 8/19/2021</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Banking, Finance, Insurance &amp; Real Estate</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">14,613</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">14,727</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">114</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">SGS Cayman, L.P., L+500, 1.00% LIBOR Floor, 4/23/2021(e)</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Services: Business</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">527</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">539</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">12</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=38% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Services: Business</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">7,256</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">7,236</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(20)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">SK Spice S.&#193;.R.L, L+825, 1.25% LIBOR Floor, 9/30/2018(e)</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">8,310</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">8,221</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(89)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=38% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">6 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Healthcare &amp; Pharmaceuticals</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">4,699</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">4,533</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(166)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1,262</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1,135</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(127)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=38% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">SRA International Inc., 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">High Tech Industries</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">2,149</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">2,186</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">37</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Steward Health Care System, LLC, L+550, 1.25% LIBOR Floor,
  4/10/2020(d)</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">10,957</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">10,949</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(8)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=38% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Styrolution US Holding LLC, L+550, 1.00% LIBOR Floor, 11/7/2019</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Chemicals, Plastics &amp; Rubber</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">5,195</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">5,169</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(26)</font></p>
  </td>
 </tr>
</table></div>




<DIV bclFooter>


<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:6.0pt;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;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">30</font></font></p>


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<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-hyphenate:none;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><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></font></p>

<p align=center style="border:none;margin-bottom:.0001pt;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;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Notes to Consolidated
Financial Statements </font></b></font><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">(unaudited)</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:.0001pt;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;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">September 30, 2015</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:6.0pt;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;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">(in thousands, except share and per share
amounts)</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Underlying
  Loans(a)</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Index Rate(b)</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=20% style="border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Industry</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=8% style="border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Notional</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Amount</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=8% style="border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Fair</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Value(c)</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Unrealized</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Appreciation /</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(Depreciation)</font></b></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td valign=top width=38% style="background:#B7DEE8;border:none;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Survey Sampling International, LLC, L+500, 1.00% LIBOR Floor,
  12/16/2020</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=11% style="background:#B7DEE8;border:none;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;border:none;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Services: Business</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">7,920</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">7,940</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">20</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td valign=top width=38% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Sutherland Global Services Inc., L+500, 1.00% LIBOR Floor,
  4/23/2021</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=11% style="background:white;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Services: Business</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">2,265</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">2,317</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">52</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td valign=top width=38% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">TASC, Inc., L+550, 1.00% LIBOR Floor, 5/23/2020(d)(e)</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=11% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Services: Business</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">10,964</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">11,113</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">149</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td valign=top width=38% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">TIBCO Software Inc., L+550, 1.00% LIBOR Floor, 12/4/2020(d)</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=11% style="background:white;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1 Month LIBOR</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">High Tech Industries</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">12,538</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">12,672</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">134</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td valign=top width=38% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">TMFS Holdings, LLC, L+450, 1.00% LIBOR Floor, 7/30/2021</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=11% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Banking, Finance, Insurance &amp; Real Estate</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">11,850</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">11,880</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">30</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td valign=top width=38% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">TOPPS Company, Inc., L+600, 1.25% LIBOR Floor, 10/2/2018</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=11% style="background:white;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Consumer Goods: Non-Durable</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">2,331</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">2,263</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(68)</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td valign=top width=38% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Travel Leaders Group, LLC, L+600, 1.00% LIBOR Floor, 12/5/2018</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=11% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Services: Consumer</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3,840</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3,849</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">9</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td valign=top width=38% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">USS Parent Holdings Corp., L+475, 1.00% LIBOR Floor, 8/5/2021</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=11% style="background:white;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1 Month LIBOR</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Construction &amp; Building</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">11,594</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">11,529</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(65)</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td valign=top width=38% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Vince, LLC, L+475, 1.00% LIBOR Floor, 11/27/2019(e)</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=11% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">6 Month LIBOR</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Consumer Goods: Non-Durable</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1,736</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1,727</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(9)</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td valign=top width=38% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Western Dental Services, Inc., L+500, 1.00% LIBOR Floor,
  11/1/2018</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=11% style="background:white;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Healthcare &amp; Pharmaceuticals</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">6,131</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">5,869</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(262)</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td valign=top width=38% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">William Morris Endeavor, L+425, 1.00% LIBOR Floor, 5/6/2021(d)</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=11% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Media: Diversified &amp; Production</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">10,554</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">10,239</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(315)</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=bottom width=38% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Total Senior Secured First Lien Debt</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=11% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=20% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></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 align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=6% style="border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">378,894</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">377,391</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(1,503)</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=bottom width=38% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=11% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=20% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=6% style="border:none;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=6% style="border:none;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=8% style="border:none;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=bottom width=38% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Senior Secured Second Lien Debt</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=11% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=20% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=6% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=6% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=8% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">AmWINS Group, LLC, L+850, 1.00% LIBOR Floor, 9/4/2020(d)</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=11% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">870</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">893</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">23</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=38% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Arysta LifeScience SPC, LLC, L+700, 1.25% LIBOR Floor,
  11/30/2020(e)</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=11% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Chemicals, Plastics &amp; Rubber</font></p>
  </td>
 <td width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1,161</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1,170</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">9</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=11% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Services: Business</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1,620</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1,648</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">28</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=38% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Evergreen Skills Lux S.&#192;.R.L., L+825, 1.00% LIBOR Floor,
  4/28/2022(e)</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=11% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">6 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">High Tech Industries</font></p>
  </td>
 <td width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">9,798</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">9,425</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(373)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">GOBP Holdings, Inc., L+825, 1.00% LIBOR Floor, 10/21/2022</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=11% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Retail</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">6,895</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">6,921</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">26</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=38% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Mergermarket USA, Inc., L+650, 1.00% LIBOR Floor, 2/04/2022</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=11% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Services: Business</font></p>
  </td>
 <td width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">6,965</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">6,633</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(332)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Onex Carestream Finance LP, L+850, 1.00% LIBOR Floor, 12/7/2019</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=11% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Healthcare &amp; Pharmaceuticals</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">7,967</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">7,945</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(22)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=38% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=11% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Chemicals, Plastics &amp; Rubber</font></p>
  </td>
 <td width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">8,050</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">7,820</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(230)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">PFS Holding Corp., 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=11% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Retail</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">4,973</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">2,961</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(2,012)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=38% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=11% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Telecommunications</font></p>
  </td>
 <td width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1,002</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">988</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(14)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=11% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">High Tech Industries</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">2,970</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">2,951</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(19)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=38% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">U.S. Renal Care, Inc., L+750, 1.00% LIBOR Floor, 7/3/2020</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=11% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Healthcare &amp; Pharmaceuticals</font></p>
  </td>
 <td width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">814</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">824</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">10</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Total Senior Secured Second Lien Debt</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=11% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">53,085</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">50,179</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(2,906)</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Total</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=20% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">431,979</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">427,570</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">$</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(4,409)</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=11% style="border:none;border-bottom:solid black 1.0pt;height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=20% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=6% style="border:none;height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=6% style="border:none;height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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=bottom width=4% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=96% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:9.0pt;">
  <td nowrap valign=top width=4% style="height:9.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(a)</font></p>
  </td>
 <td valign=top width=96% style="height:9.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">All of the underlying loans subject to the TRS 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=4% style="height:9.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(b)</font></p>
  </td>
 <td valign=top width=96% style="height:9.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">The 1, 3, and 6 month LIBOR rates were 0.17%, 0.26%, and 0.36%,
  respectively, as of December 31, 2014. The actual LIBOR rate for each loan
  listed may not be the applicable LIBOR rate as of December 31, 2014, as the
  loan may have been priced or repriced based on a LIBOR rate prior to or
  subsequent to December 31, 2014. The prime rate was 3.25% as of December 31,
  2014.</font></p>
  </td>
 </tr>
<tr style="height:9.0pt;">
  <td nowrap valign=top width=4% style="height:9.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(c)</font></p>
  </td>
 <td valign=top width=96% style="height:9.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Fair value determined by the Company&#8217;s board of directors (see
  Note 9).</font></p>
  </td>
 </tr>
<tr style="height:9.0pt;">
  <td nowrap valign=top width=4% style="height:9.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(d)</font></p>
  </td>
 <td valign=top width=96% style="height:9.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Position or portion thereof unsettled as of December 31, 2014.</font></p>
  </td>
 </tr>
<tr style="height:9.0pt;">
  <td nowrap valign=top width=4% style="height:9.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(e)</font></p>
  </td>
 <td valign=top width=96% style="height:9.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">All or a portion of 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 the company&#8217;s total assets as
  defined under Section 55 of the 1940 Act. As of December 31, 2014, 89.3% of
  the Company&#8217;s total assets represented qualifying assets. In addition, as
  described in this 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 TRS as either a qualifying asset or non-qualifying asset based
  on whether the obligor is an eligible portfolio company. On this basis, 86.8%
  of the Company&#8217;s total assets represented qualifying assets as of December
  31, 2014.</font></p>
  </td>
 </tr>
</table></div>




<DIV bclFooter>


<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:6.0pt;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;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">31</font></font></p>


</DIV>
</DIV><HR noshade STYLE="page-break-after: always" align="center" width="100%" size=2><a name="page_36"></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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-hyphenate:none;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><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></font></p>

<p align=center style="border:none;margin-bottom:.0001pt;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;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Notes to Consolidated
Financial Statements </font></b></font><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">(unaudited)</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:.0001pt;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;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">September 30, 2015</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:6.0pt;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;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">(in thousands, except share and per share
amounts)</font></b></font></font></b></p>


</DIV>
<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face="Times New Roman,serif" style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Note 8. Credit Facility</font></b></font></p>

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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face="Times New Roman,serif" style="border:none;"><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">East West Bank Credit
Facility</font></i></font></p>

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-indent:.5in;"><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 style="background:white;border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font color=black face="Times New Roman,serif" style="border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">On April 30, 2015,&nbsp;the Company entered into a revolving
credit facility, or the EWB Credit Facility, with East West Bank, or EWB. The
EWB Credit Facility provides for borrowings in an aggregate principal amount of
up to $40,000, subject to certain conditions, and the Company is required to
maintain $2,000 in a demand deposit account with EWB at all times. As of
September 30, 2015, the Company was in compliance with all covenants and
reporting requirements under the EWB Credit Facility.</font></font></p>

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

<p style="background:white;border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font color=black face="Times New Roman,serif" style="border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Advances under the EWB Credit Facility bear interest at a floating
rate equal to (i) the greater of 3.25% per year or the variable rate of
interest per year announced by EWB as its prime rate, plus&nbsp;(ii) a spread
of 0.75%. Interest is payable quarterly in arrears. Each advance under the EWB
Credit Facility will be due and payable on the earlier of 90 days from the date
such advance was made by EWB, or April 29, 2016. The Company may prepay any
advance without penalty or premium. The Company will be subject to a non-usage
fee of 0.50% per year on the average amount, if any, of the aggregate principal
amount available under the EWB Credit Facility that&nbsp;has not been borrowed,
payable at the end of each quarter. The non-usage fee, if any, is payable
quarterly in arrears. The Company&#8217;s obligations to EWB under the EWB Credit
Facility are secured by a first priority security interest in certain eligible
loans in which the Company has a beneficial interest, as updated from time to
time.</font></font></p>

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

<p style="background:white;border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font color=black face="Times New Roman,serif" style="border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">At September 30, 2015 and November 9, 2015, the Company had no
outstanding borrowings under the EWB Credit Facility. The Company incurred
costs of $278 in connection with obtaining the EWB Credit Facility, which the
Company has recorded as prepaid expenses and other assets on the Company&#8217;s
consolidated balance sheets and amortizes to interest expense over the life of
the EWB Credit Facility. As of September 30, 2015, $162 of such costs had yet
to be amortized to interest expense.</font></font></p>

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

<p style="background:white;border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font color=black face="Times New Roman,serif" style="border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">For the three months ended September 30, 2015, the Company&#8217;s
average borrowings and weighted average interest rate, including the effect of
non-usage fees and amortization of deferred financing costs, was $3,522 and
17.22%, respectively. For the nine months ended September 30, 2015, the
Company&#8217;s average borrowings and weighted average interest rate, including the
effect of non-usage fees and amortization of deferred financing costs, was
$2,264 and 15.49%, respectively.</font></font></p>

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

<p style="background:white;border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font color=black face="Times New Roman,serif" style="border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">For the three and nine months ended September 30, 2015 and 2014,
the components of interest expense were as follows:</font></font></p>

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-indent:.5in;"><font face=Calibri,sans-serif lang=EN-US style="font-size:11.0pt;line-height:normal;">&#160;&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=34% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=5 valign=bottom width=29% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Three Months Ended</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&#160;September 30, </font></b></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=5 valign=bottom width=28% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Nine Months Ended</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&#160; September 30,</font></b></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=34% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2015</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></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 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2014</font></b></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=13% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2015</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></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 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2014</font></b></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=34% style="background:#B7DEE8;height:12.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Stated interest expense</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">36</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</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 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">69</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</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 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=34% style="height:12.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Non-usage fee</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:12.0pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">47</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.0pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.0pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">77</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.0pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=34% style="background:#B7DEE8;height:12.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Amortization of deferred financing costs</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">70</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">116</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=34% style="height:12.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Total interest expense</font></b></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">153</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">262</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
</table></div>




<DIV bclFooter>


<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:6.0pt;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;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">32</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-hyphenate:none;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><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></font></p>

<p align=center style="border:none;margin-bottom:.0001pt;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;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Notes to Consolidated
Financial Statements </font></b></font><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">(unaudited)</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:.0001pt;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;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">September 30, 2015</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:6.0pt;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;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">(in thousands, except share and per share
amounts)</font></b></font></font></b></p>


</DIV>
<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face="Times New Roman,serif" style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Note 9. Fair Value of Financial Instruments</font></b></font></p>

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-indent:.5in;"><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 style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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;">The
following table presents fair value measurements of the Company&#8217;s portfolio
investments and TRS as of September 30, 2015 and December 31, 2014, according
to the fair value hierarchy:</font></font></p>



<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%;">&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=27% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=11 nowrap valign=bottom width=37% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">September 30, 2015</font></b></p>
  </td>
 <td nowrap width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=11 nowrap valign=bottom width=35% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">December 31, 2014</font></b></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td valign=bottom width=27% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;text-decoration:none;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=9% style="background:white;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Level 1</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;border:none;border-top:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=9% style="background:white;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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Level 2</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;border:none;border-top:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 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:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Level 3</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;border:none;border-top:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 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:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Total</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=8% style="background:white;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Level 1</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;border:none;border-top:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 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:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Level 2</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;border:none;border-top:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 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:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Level 3</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;border:none;border-top:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 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:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Total</font></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td valign=top width=27% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Senior secured first lien debt</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">110,001</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=6% 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">110,001</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=6% 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">69,204</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=6% 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">69,204</font></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td valign=top width=27% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Senior secured second lien debt</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:white;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:white;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:white;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">467,819</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:white;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">467,819</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:white;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:white;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:white;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">245,258</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:white;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">245,258</font></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td valign=top width=27% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Collateralized securities and structured products - debt</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">42,973</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">42,973</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">27,965</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">27,965</font></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td valign=top width=27% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Collateralized securities and structured products - equity</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:white;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:white;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:white;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">29,787</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:white;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">29,787</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:white;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:white;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:white;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">9,137</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:white;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">9,137</font></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td valign=top width=27% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Short term investments</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">20,781</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">20,781</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">10,350</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">10,350</font></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td valign=top width=27% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Unsecured debt</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">30,701</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">30,701</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td valign=top width=27% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Total return swap</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(14,116)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(14,116)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(4,409)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(4,409)</font></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td nowrap valign=bottom width=27% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Total</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;border:none;border-bottom:double black 2.25pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:white;border:none;border-bottom:double black 2.25pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">20,781</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;border:none;border-bottom:double black 2.25pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:white;border:none;border-bottom:double black 2.25pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;border:none;border-bottom:double black 2.25pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:white;border:none;border-bottom:double black 2.25pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">667,165</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;border:none;border-bottom:double black 2.25pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:white;border:none;border-bottom:double black 2.25pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">687,946</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;border:none;border-bottom:double black 2.25pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:white;border:none;border-bottom:double black 2.25pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">10,350</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;border:none;border-bottom:double black 2.25pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:white;border:none;border-bottom:double black 2.25pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;border:none;border-bottom:double black 2.25pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:white;border:none;border-bottom:double black 2.25pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">347,155</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;border:none;border-bottom:double black 2.25pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:white;border:none;border-bottom:double black 2.25pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">357,505</font></p>
  </td>
 </tr>
</table></div>



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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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;">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, 2015 and 2014:</font></font></p>

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-indent:.5in;"><font face=Calibri,sans-serif lang=EN-US style="font-size:11.0pt;line-height:normal;">&#160;&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=19% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=20 valign=bottom width=79% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Three Months Ended</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">September 30, 2015</font></b></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td colspan=2 valign=bottom width=21% style="border:none;border-bottom:none black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Senior Secured First Lien
  Debt</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=11% 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Senior Secured Second Lien
  Debt</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Collateralized Securities
  and Structured Products - Debt</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Collateralized Securities
  and Structured Products - Equity</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Unsecured Debt</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Total Return</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Swap</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Total</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=2 valign=bottom width=21% style="background:#B6DDE8;border:none;border-bottom:none black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Beginning balance, June 30, 2015</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">102,218</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B6DDE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=9% 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">393,641</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">43,724</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B6DDE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">32,926</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">12,396</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B6DDE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</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 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(1,610)</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</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 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">583,295</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=2 valign=bottom width=21% style="border:none;border-bottom:none black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Investments purchased</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">12,988</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">82,280</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">19,820</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">115,088</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=2 valign=bottom width=21% style="background:#B6DDE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Net realized gain</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">56</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">78</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">8</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">8,620</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">8,762</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=2 valign=bottom width=21% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Net change in unrealized appreciation</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(719)</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(3,142)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(779)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(2,123)</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(995)</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(12,506)</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(20,264)</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=2 valign=bottom width=21% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Accretion of discount</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">120</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">93</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">28</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(6)</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">24</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">259</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=2 valign=bottom width=21% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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 style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(4,662)</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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 style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(5,131)</font></p>
  </td>
 <td nowrap 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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 style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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 style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(1,010)</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(552)</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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 style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(8,620)</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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 style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(19,975)</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=2 valign=bottom width=21% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Ending balance, September 30, 2015</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">110,001</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">467,819</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">42,973</font></b></p>
  </td>
 <td nowrap 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">29,787</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">30,701</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(14,116)</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">667,165</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=2 valign=bottom width=21% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(691)</font></b></p>
  </td>
 <td valign=top width=1% style="background:white;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:white;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(3,065)</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:white;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:white;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(779)</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:white;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(2,123)</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:white;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:white;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(995)</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:white;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:white;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(12,164)</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:white;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:white;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(19,817)</font></b></p>
  </td>
 </tr>
</table></div>




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<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-hyphenate:none;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><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></font></p>

<p align=center style="border:none;margin-bottom:.0001pt;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;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Notes to Consolidated
Financial Statements </font></b></font><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">(unaudited)</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:.0001pt;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;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">September 30, 2015</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:6.0pt;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;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">(in thousands, except share and per share
amounts)</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=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=19% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=20 valign=bottom width=79% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Nine Months Ended</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">September 30, 2015</font></b></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td colspan=2 valign=bottom width=21% style="border:none;border-bottom:none black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=10% 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Senior Secured First Lien
  Debt</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=11% 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Senior Secured Second Lien
  Debt</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Collateralized Securities
  and Structured Products - Debt</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Collateralized Securities
  and Structured Products - Equity</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Unsecured Debt</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Total Return</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Swap</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Total</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=2 valign=bottom width=21% style="background:#B6DDE8;border:none;border-bottom:none black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Beginning balance, December 31, 2014</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">69,204</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=9% 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">245,258</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">27,965</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">9,137</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</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 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(4,409)</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</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 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">347,155</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=2 valign=bottom width=21% style="border:none;border-bottom:none black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Investments purchased</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">81,742</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">232,343</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">15,500</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">24,914</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">49,784</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">404,283</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=2 valign=bottom width=21% style="background:#B6DDE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Net realized gain</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B6DDE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">443</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">74</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">23,742</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">24,459</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=2 valign=bottom width=21% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Net change in unrealized appreciation</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(841)</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(731)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(573)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(1,991)</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(1,191)</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(9,707)</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(15,034)</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=2 valign=bottom width=21% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Accretion of discount</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">313</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">259</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">81</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">18</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">39</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">710</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=2 valign=bottom width=21% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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 style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(40,860)</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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 style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(9,384)</font></p>
  </td>
 <td nowrap 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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 style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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 style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(2,291)</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(18,131)</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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 style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(23,742)</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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 style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(94,408)</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=2 valign=bottom width=21% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Ending balance, September 30, 2015</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">110,001</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">467,819</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">42,973</font></b></p>
  </td>
 <td nowrap 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">29,787</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">30,701</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(14,116)</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">667,165</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=2 valign=bottom width=21% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(827)</font></b></p>
  </td>
 <td valign=top width=1% style="background:white;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:white;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(788)</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:white;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:white;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(573)</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:white;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(1,991)</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:white;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:white;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(1,191)</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:white;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:white;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(9,671)</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:white;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:white;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(15,041)</font></b></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%;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=20% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=17 valign=bottom width=78% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Three Months Ended</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">September 30, 2014</font></b></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td colspan=2 valign=bottom width=22% style="border:none;border-bottom:none black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=12% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Senior</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Secured First</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Lien Debt</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Senior Secured</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Second Lien</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Debt</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Collateralized Securities
  and Structured Products - Debt</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Collateralized Securities
  and Structured Products - Equity</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Total Return</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Swap</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=11% 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Total</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=2 valign=bottom width=22% style="background:#B7DEE8;border:none;border-bottom:none black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Beginning balance, June 30, 2014</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">76,790</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">101,525</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">28,713</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,864</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,572</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=9% 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">210,464</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=2 valign=bottom width=22% style="background:white;border:none;border-bottom:none black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Investments purchased</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:white;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">36,003</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:white;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">109,172</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:white;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:white;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:white;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:white;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">145,175</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=2 valign=bottom width=22% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Net realized gain</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">716</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">255</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">4,136</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">5,107</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=2 valign=bottom width=22% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Net change in unrealized appreciation</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(373)</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(661)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(481)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(115)</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(1,912)</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(3,542)</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=2 valign=bottom width=22% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">74</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">9</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">28</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">112</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=2 valign=bottom width=22% style="background:white;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Sales and principal repayments</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap 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=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(46,354)</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap 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=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(29,051)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:white;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:white;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap 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=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(4,136)</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:white;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(79,541)</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=2 valign=bottom width=22% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">66,856</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">181,249</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">28,260</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,750</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(340)</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">277,775</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=2 valign=bottom width=22% style="background:white;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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="background:white;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:white;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">10</font></b></p>
  </td>
 <td valign=top width=1% style="background:white;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:white;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(168)</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:white;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(481)</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:white;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(115)</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:white;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:white;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(1,703)</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:white;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:white;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(2,457)</font></b></p>
  </td>
 </tr>
</table></div>




<DIV bclFooter>


<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:6.0pt;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;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">34</font></font></p>


</DIV>
</DIV><HR noshade STYLE="page-break-after: always" align="center" width="100%" size=2><a name="page_39"></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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-hyphenate:none;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><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></font></p>

<p align=center style="border:none;margin-bottom:.0001pt;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;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Notes to Consolidated
Financial Statements </font></b></font><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">(unaudited)</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:.0001pt;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;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">September 30, 2015</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:6.0pt;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;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">(in thousands, except share and per share
amounts)</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=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=21% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Nine Months Ended</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">September 30, 2014</font></b></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td colspan=2 valign=bottom width=23% style="border:none;border-bottom:none black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=12% style="background:white;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Senior</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Secured First</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Lien Debt</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:white;border:none;border-top:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=13% style="background:white;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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Senior Secured</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Second Lien</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Debt</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Collateralized Securities
  and Structured Products - Debt</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Collateralized Securities
  and Structured Products - Equity</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=10% 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Total Return</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Swap</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=10% 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Total</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=2 valign=bottom width=23% style="background:#B7DEE8;border:none;border-bottom:none black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Beginning balance, December 31, 2013</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">61,788</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">22,552</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">6,849</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,946</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,549</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">94,684</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=2 valign=bottom width=23% style="background:white;border:none;border-bottom:none black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Investments purchased</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:white;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">91,206</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:white;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">191,956</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:white;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">21,822</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:white;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">304,984</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=2 valign=bottom width=23% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Net realized gain</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,043</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">312</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">11,899</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">13,254</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=2 valign=bottom width=23% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Net change in unrealized appreciation</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(158)</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:white;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">407</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(464)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(201)</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(1,889)</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(2,305)</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=2 valign=bottom width=23% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">153</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">25</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">53</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">5</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">236</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=2 valign=bottom width=23% style="background:white;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Sales and principal repayments</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap 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=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(87,176)</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td 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=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(34,003)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:white;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:white;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(11,899)</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(133,078)</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=2 valign=bottom width=23% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">66,856</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">181,249</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">28,260</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,750</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(340)</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">277,775</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=2 valign=bottom width=23% style="background:white;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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="background:white;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:white;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">324</font></b></p>
  </td>
 <td valign=top width=1% style="background:white;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:white;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">540</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:white;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(464)</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:white;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(201)</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:white;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(1,021)</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:white;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(822)</font></b></p>
  </td>
 </tr>
</table></div>



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

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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><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 style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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;">The
valuation techniques and significant unobservable inputs used in recurring
Level 3 fair value measurements of investments as of September 30, 2015 and
December 31, 2014 were as follows:</font></font></p>



<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%;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">September 30, 2015</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Valuation Techniques/</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=15% 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Unobservable</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=3 valign=bottom width=14% 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Weighted Average(1)</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Senior secured first lien debt</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">71,696</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Discounted Cash Flow</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=15% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Discount Rates</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">6.5%</font></p>
  </td>
 <td width=2% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">12.5%</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">8.4%</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">38,305</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=15% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=3 width=14% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Senior secured second lien debt</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">225,068</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=15% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Discount Rates</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">8.4%</font></p>
  </td>
 <td width=2% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td width=6% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">11.6%</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">9.5%</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">242,751</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=15% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=3 width=14% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Collateralized securities and structured products - debt</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">42,973</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=15% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Discount Rates</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">7.1%</font></p>
  </td>
 <td width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">12.0%</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">10.6%</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Collateralized securities and structured products - equity</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">29,787</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Discounted Cash Flow</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=15% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Discount Rates</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">15.0%</font></p>
  </td>
 <td width=2% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">16.0%</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">15.6%</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Total Return Swap</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=11% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(1,330)</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=15% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Discount Rates</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">5.0%</font></p>
  </td>
 <td width=2% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td width=6% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">13.0%</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">6.9%</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=11% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(12,786)</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=15% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=3 width=14% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Unsecured Debt</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">30,701</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=15% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=3 width=14% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">667,165</font></p>
  </td>
 <td width=1% style="border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=19% style="border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=1% style="border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=15% style="border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=1% style="border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=6% style="border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=2% style="border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=6% style="border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=1% style="border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=10% style="border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td width=2% style="border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=11% style="border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=19% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=15% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=6% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=2% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=6% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=10% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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 nowrap valign=bottom width=25% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=19% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td colspan=5 width=58% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(1) Weighted average amounts are based on the estimated fair
  values.</font></p>
  </td>
 <td width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=15% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=6% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=2% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=6% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=10% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
</table></div>




<DIV bclFooter>


<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:6.0pt;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;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">35</font></font></p>


</DIV>
</DIV><HR noshade STYLE="page-break-after: always" align="center" width="100%" size=2><a name="page_40"></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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-hyphenate:none;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><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></font></p>

<p align=center style="border:none;margin-bottom:.0001pt;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;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Notes to Consolidated
Financial Statements </font></b></font><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">(unaudited)</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:.0001pt;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;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">September 30, 2015</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:6.0pt;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;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">(in thousands, except share and per share
amounts)</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">December 31, 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Valuation Techniques/</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=15% 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Unobservable</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=3 valign=bottom width=14% 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Weighted Average(1)</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Senior secured first lien debt</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">29,932</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Discounted Cash Flow</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=15% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Discount Rates</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">6.8%</font></p>
  </td>
 <td width=2% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">10.0%</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">7.9%</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">39,272</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=15% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=3 width=14% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Senior secured second lien debt</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=11% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">147,914</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=15% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Discount Rates</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">8.1%</font></p>
  </td>
 <td width=2% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td width=6% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">11.5%</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">97,344</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=15% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=3 width=14% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Collateralized securities and structured products - debt</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">27,965</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=15% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Discount Rates</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">9.5%</font></p>
  </td>
 <td width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">12.3%</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">10.9%</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Collateralized securities and structured products - equity</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">9,137</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Discounted Cash Flow</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=15% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Discount Rates</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">10.7%</font></p>
  </td>
 <td width=2% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">14.0%</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">13.4%</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Total Return Swap</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=11% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(954)</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=15% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Discount Rates</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">5.8%</font></p>
  </td>
 <td width=2% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td width=6% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">11.6%</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">7.2%</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=11% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(3,455)</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=15% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=3 width=14% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">347,155</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=15% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=6% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=2% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=6% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=11% style="border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=19% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=15% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=6% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=2% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=6% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=10% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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 nowrap valign=bottom width=25% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=19% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td colspan=5 width=58% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(1) Weighted average amounts are based on the estimated fair
  values.</font></p>
  </td>
 <td width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=15% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=6% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=2% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=6% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=10% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
</table></div>



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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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;">The
significant unobservable inputs used in the fair value measurement of the
Company`s senior secured first lien debt, senior secured second lien debt,
collateralized securities and structured products, and total return swap 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;line-height:normal;">&nbsp;</font></font></p>

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font face="Times New Roman,serif" style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Note 10. General and Administrative Expense</font></b></font></p>

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><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 style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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;">General
and administrative expense consisted of the following items for the three and
nine months ended September 30, 2015 and 2014:</font></font></p>



<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%;">&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=33% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Three Months Ended</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">September 30,</font></b></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=5 valign=bottom width=32% style="background:white;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Nine Months Ended</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">September 30,</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=33% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2015</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 nowrap 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2014</font></b></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 nowrap 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2015</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 align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 nowrap 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2014</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td width=33% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Transfer agent expense</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td width=12% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">346</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=3% style="background:#B6DDE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">148</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=3% style="background:#B6DDE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td width=12% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">850</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=3% style="background:#B6DDE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">425</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td width=33% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Due diligence fees</font></p>
  </td>
 <td width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">275</font></p>
  </td>
 <td nowrap width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">165</font></p>
  </td>
 <td width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">804</font></p>
  </td>
 <td nowrap width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">567</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td width=33% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Professional fees expense</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">286</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">117</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">802</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">583</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td width=33% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Filing fees</font></p>
  </td>
 <td width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">40</font></p>
  </td>
 <td nowrap width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">472</font></p>
  </td>
 <td nowrap width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">80</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td width=33% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Dues and subscriptions</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">161</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">86</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">428</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">165</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td width=33% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Marketing expense</font></p>
  </td>
 <td width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">102</font></p>
  </td>
 <td nowrap width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">112</font></p>
  </td>
 <td width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">412</font></p>
  </td>
 <td nowrap width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">409</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td width=33% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Printing and mailing expense</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">103</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">40</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">262</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">109</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td width=33% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Valuation expense</font></p>
  </td>
 <td width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">88</font></p>
  </td>
 <td nowrap width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">30</font></p>
  </td>
 <td width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">218</font></p>
  </td>
 <td nowrap width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">94</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td width=33% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Director fees and expenses</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">80</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">43</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">218</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">119</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td width=33% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Insurance expense</font></p>
  </td>
 <td width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">83</font></p>
  </td>
 <td nowrap width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">69</font></p>
  </td>
 <td width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">214</font></p>
  </td>
 <td nowrap width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">175</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td width=33% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Other expenses</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">102</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">57</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">307</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">216</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td width=33% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Total general and administrative expense</font></b></p>
  </td>
 <td width=3% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td width=12% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,666</font></p>
  </td>
 <td nowrap width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=3% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">867</font></p>
  </td>
 <td width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=3% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td width=12% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">4,987</font></p>
  </td>
 <td width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=3% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2,942</font></p>
  </td>
 </tr>
</table></div>




<DIV bclFooter>


<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:6.0pt;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;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">36</font></font></p>


</DIV>
</DIV><HR noshade STYLE="page-break-after: always" align="center" width="100%" size=2><a name="page_41"></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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-hyphenate:none;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><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></font></p>

<p align=center style="border:none;margin-bottom:.0001pt;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;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Notes to Consolidated
Financial Statements </font></b></font><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">(unaudited)</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:.0001pt;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;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">September 30, 2015</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:6.0pt;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;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">(in thousands, except share and per share
amounts)</font></b></font></font></b></p>


</DIV>
<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face="Times New Roman,serif" style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Note 11. Commitments and Contingencies</font></b></font></p>

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:27.0pt;"><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 style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:27.0pt;"><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 style="border:none;margin-bottom:12.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font color=black face="Times New Roman,serif" style="border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">As of September 30, 2015 and
December 31, 2014, the Company&#8217;s unfunded commitments were as follows:</font></font></p>



<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:13.5pt;">
  <td colspan=2 nowrap valign=bottom width=60% style="border:none;border-bottom:none black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Unfunded Commitments</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=19% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">September 30, 2015(1)</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=19% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">December 31, 2014(1)</font></b></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td colspan=2 nowrap valign=bottom width=60% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&#160;&#160; CCSLF(2)(3)</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">40,000</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=17% 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td colspan=2 nowrap valign=bottom width=60% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&#160;&#160; Studio Movie Grill Holdings, LLC(3)</font></p>
  </td>
 <td valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,422</font></p>
  </td>
 <td valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">6,388</font></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td colspan=2 nowrap valign=bottom width=60% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&#160;&#160; ECI Acquisition Holdings, Inc.(3)</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="background:#B7DEE8;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,207</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="background:#B7DEE8;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,724</font></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td colspan=2 nowrap valign=bottom width=60% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&#160;&#160; ABG Intermediate Holdings 2 LLC(3)</font></p>
  </td>
 <td valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">933</font></p>
  </td>
 <td valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td colspan=2 nowrap valign=bottom width=60% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&#160;&#160; Dollar Tree, Inc.(4)</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">15,000</font></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td colspan=2 valign=bottom width=60% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Total</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="border:none;border-bottom:double black 2.25pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">43,562</font></p>
  </td>
 <td valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="border:none;border-bottom:double black 2.25pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">23,112</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=57% style="border:none;border-bottom:solid black 1.0pt;height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=17% style="border:none;height:7.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=17% style="border:none;height:7.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr height=0>
  <td width=3% style="border:none;">&nbsp;</td>
 <td width=57% style="border:none;">&nbsp;</td>
 <td width=1% style="border:none;">&nbsp;</td>
 <td width=2% style="border:none;">&nbsp;</td>
 <td width=17% style="border:none;">&nbsp;</td>
 <td width=1% style="border:none;">&nbsp;</td>
 <td width=2% style="border:none;">&nbsp;</td>
 <td width=17% 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:12.0pt;">
  <td nowrap valign=top width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(1)</font></p>
  </td>
 <td colspan=7 valign=top width=97% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Unless otherwise noted, the funding criteria for these unfunded
  commitments had not been met at the date indicated.</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=top width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(2)</font></p>
  </td>
 <td valign=top width=57% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">See Note 6 for a further description of the Company&#8217;s investment
  in CCSLF.</font></p>
  </td>
 <td valign=top width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=top width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(3)</font></p>
  </td>
 <td colspan=7 valign=top width=97% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">As of November 9, 2015, the Company's unfunded commitments were
  to portfolio companies ECI Acquisition Holdings, Inc., Studio Movie Grill
  Holdings, LLC, and ABG Intermediate Holdings 2 LLC in the amount of $1,207,
  $1,422, and $1,128, respectively, and included a $40,000 unfunded commitment
  to CCSLF.</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=top width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(4)</font></p>
  </td>
 <td colspan=7 valign=top width=97% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">As of December 31, 2014, such commitment was subject to the
  execution of a definitive loan agreement and the consummation of the
  underlying corporate transaction, and conditional upon receipt of all
  necessary shareholder, regulatory and other applicable approvals.&#160; Prior to
  September 30, 2015, the Dollar Tree, Inc. unfunded commitment was terminated.
  </font></p>
  </td>
 </tr>
</table></div>



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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font color=black face="Times New Roman,serif" style="border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Unfunded commitments to provide funds to companies are not
recorded on the Company&#8217;s consolidated balance sheets. Since these commitments
may expire without being drawn upon, unfunded commitments do not necessarily
represent future cash requirements or future earning assets for the Company.&#160;
The Company intends to use cash on hand, short-term investments and other
liquid assets to fund these commitments should the need arise</font></font><font color=black face="Times New Roman,serif" style="background:white;border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="background:white;font-size:10.0pt;line-height:normal;">.</font><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;line-height:normal;">&nbsp; &nbsp;</font></font><font color=black face="Times New Roman,serif" style="border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">For information on the companies to which the Company is committed
to fund additional amounts as of September 30, 2015 and December 31, 2014,
refer to the table above and the consolidated schedules of investments.</font></font></p>

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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font color=black face="Times New Roman,serif" style="border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">The Staff of the Division of Investment Management has recently
informed the Company that it views unfunded commitments as senior securities
under the 1940 Act.&nbsp; The Company is reviewing the Staff&#8217;s position and
its&nbsp;impact&nbsp;on the Company&#8217;s operations and business
objectives&nbsp;and will continue to engage the Staff in discussions as to the
appropriate treatment of unfunded commitments. &nbsp;During the course of this
review,&nbsp;analysis&nbsp;and discussions, the Company intends to comply with
the Staff&#8217;s position by including unfunded commitments as a senior security in
the asset coverage test or by segregating or setting aside liquid assets or engaging
in other SEC or Staff-approved measures to &#8220;cover&#8221; unfunded commitments in an
amount required to comply with the 1940 Act.</font></font></p>

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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font color=black face="Times New Roman,serif" style="border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">The Company does not include its unfunded capital commitment to
CCSLF as a senior security for the asset coverage ratio, as the capital
commitments cannot be drawn without an affirmative vote by one of the Company's
representatives on CCSLF's board of managers.</font></font></p>

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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face="Times New Roman,serif" style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Note 12. Fee Income</font></b></font></p>

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:27.0pt;"><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 style="border:none;margin-bottom:12.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font color=black face="Times New Roman,serif" style="border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Fee income consists of
commitment fees and amendment fees. The following table summarizes the Company&#8217;s
fee income for the three and nine months ended September&nbsp;30, 2015 and 2014:</font></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=6% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=25% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face=Calibri,sans-serif style="font-size:11.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=5 valign=bottom width=29% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Three Months Ended</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&#160;September 30,</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=5 valign=bottom width=28% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Nine Months Ended</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&#160;September 30, </font></b></p>
  </td>
 <td valign=bottom width=6% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=6% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=25% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2015</font></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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2014</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2015</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 align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2014</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=6% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=28% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Commitment fees</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">283</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">718</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">283</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=6% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=28% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Amendment fees</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:white;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">64</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:white;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">5</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:white;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">87</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:white;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">5</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=6% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=28% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Total</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border-bottom:double black 2.25pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border-bottom:double black 2.25pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">64</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border-bottom:double black 2.25pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">288</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border-bottom:double black 2.25pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border-bottom:double black 2.25pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">805</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border-bottom:double black 2.25pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">288</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
</table></div>



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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font color=black face="Times New Roman,serif" style="border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">For the three and nine months ended September 30, 2014 and 2015,
all fee income was non-recurring.</font></font></p>


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<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:6.0pt;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;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">37</font></font></p>


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</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 align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-hyphenate:none;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><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></font></p>

<p align=center style="border:none;margin-bottom:.0001pt;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;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Notes to Consolidated
Financial Statements </font></b></font><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">(unaudited)</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:.0001pt;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;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">September 30, 2015</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:6.0pt;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;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">(in thousands, except share and per share
amounts)</font></b></font></font></b></p>


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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><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 style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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;">The
following is a schedule of financial highlights as of and for the nine months
ended September 30, 2015 and 2014:</font></font></p>



<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%;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=59% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=19% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=17% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=59% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=19% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Nine Months Ended</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=17% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Nine Months 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=59% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=19% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">September 30, 2015</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=17% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">September 30, 2014</font></b></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=2 nowrap valign=bottom width=62% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Per share data:(1)</font></b></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=19% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=17% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=2 nowrap valign=bottom width=62% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=16% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">9.22</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">9.32</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=2 nowrap valign=bottom width=62% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Results of operations:</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=16% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=59% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Net investment income(2)</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=16% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.20</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.08</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=59% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Net realized gain and net change in unrealized appreciation on
  investments(3)</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=16% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.01</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.08</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=59% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=16% 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.19</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.35</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=2 nowrap valign=bottom width=62% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Net increase in net assets resulting from operations(3)</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=16% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.40</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.51</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=2 nowrap valign=bottom width=62% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=16% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=59% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=16% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(0.20)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(0.08)</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=59% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=16% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(0.34)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(0.46)</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=59% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Distributions in excess of net investment income(4)</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=16% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(0.01)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(0.01)</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=2 nowrap valign=bottom width=62% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=16% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(0.55)</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=2 nowrap valign=bottom width=62% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=16% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=59% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Issuance of common stock above net asset value(5)</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=16% 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.06</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.03</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=2 nowrap valign=bottom width=62% style="border:none;border-bottom:none black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Net increase in net assets resulting from capital share
  transactions</font></p>
  </td>
 <td nowrap valign=bottom width=3% 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 style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=16% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.06</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.03</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=2 nowrap valign=bottom width=62% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Net asset value 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=16% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">9.13</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=15% 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">9.31</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=2 nowrap valign=bottom width=62% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Shares of common stock outstanding 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=16% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">92,740,834</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">42,532,137</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=2 nowrap valign=bottom width=62% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Total investment return-net asset value(6)</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=16% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">4.94%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">5.86%</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=2 nowrap valign=bottom width=62% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Net assets at beginning 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=16% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">496,389</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">144,571</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=2 nowrap valign=bottom width=62% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Net assets 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=16% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">846,919</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=15% 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">395,958</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=2 nowrap valign=bottom width=62% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=16% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">670,084</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">268,990</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=59% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=16% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=2 nowrap valign=bottom width=62% style="border:none;border-bottom:none black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=16% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=2 nowrap valign=bottom width=62% style="background:#B7DEE8;border:none;border-bottom:none black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Ratio of net investment income to average net assets(7)</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=16% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2.17%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.89%</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=2 nowrap valign=bottom width=62% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Ratio of gross 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=16% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">3.15%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">3.56%</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=2 nowrap valign=bottom width=62% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Ratio of expenses (before recoupment of expense reimbursements)
  to average net assets(8)</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=16% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2.53%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">3.33%</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=2 nowrap valign=bottom width=62% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Ratio of net expense recoupments (net expense reimbursements
  from IIG) to average net assets</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:white;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=16% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.62%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(0.16%)</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=2 nowrap valign=bottom width=62% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Ratio of net operating expenses to average net assets(9)</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=16% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">3.15%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">3.17%</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=2 nowrap valign=bottom width=62% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Portfolio turnover rate(10)</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:white;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=16% style="background:white;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">14.03%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:white;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">68.65%</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=2 nowrap valign=bottom width=62% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Asset coverage ratio(11)</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=16% 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2.67</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2.49</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=59% style="border:none;border-bottom:solid black 1.0pt;height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=16% style="border:none;height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="border:none;height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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 nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=64% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=top width=3% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">(1)</font></p>
  </td>
 <td colspan=6 valign=top width=97% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">The per share data for the nine months ended September 30, 2015
  and 2014 was derived by using the weighted average shares of common stock
  outstanding during each period. </font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=top width=3% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">(2)</font></p>
  </td>
 <td colspan=6 valign=top width=97% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">Net investment income per share includes expense recoupments to
  IIG of $0.06 per share for the nine months ended September 30, 2015. For the
  nine months ended September 30, 2014, net investment income per share
  includes expense reimbursements from IIG of $0.04 per share and expense
  recoupments to IIG of $0.02 per share. </font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=top width=3% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">(3)</font></p>
  </td>
 <td colspan=6 valign=top width=97% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">The amount shown for net realized gain and net change in
  unrealized appreciation on investments is the balancing figure derived from
  the other figures in the schedule. The amount shown at this caption for a
  share outstanding throughout the period may not agree with the change in the
  aggregate gains and losses in portfolio securities for the period because of
  the timing of sales and repurchases of the Company&#8217;s shares in relation to fluctuating
  market values for the portfolio. As a result, net increase in net assets
  resulting from operations in this schedule may vary from the consolidated
  statements of operations.</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=top width=3% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">(4)</font></p>
  </td>
 <td colspan=6 valign=top width=97% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">Distributions in excess of net investment income represent
  certain expenses, which are not deductable on a tax-basis.&#160; Unearned capital
  gains incentive fees and certain offering expenses reduce GAAP basis net
  investment income, but do not reduce tax basis net investment income. These
  tax-related adjustments represent additional net investment income available
  for distribution for tax purposes.</font></p>
  </td>
 </tr>
</table></div>




<DIV bclFooter>


<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:6.0pt;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;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">38</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 align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-hyphenate:none;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><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></font></p>

<p align=center style="border:none;margin-bottom:.0001pt;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;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Notes to Consolidated
Financial Statements </font></b></font><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">(unaudited)</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:.0001pt;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;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">September 30, 2015</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:6.0pt;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;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">(in thousands, except share and per share
amounts)</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:11.25pt;">
  <td nowrap valign=top width=3% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">(5)</font></p>
  </td>
 <td valign=top width=97% style="background:white;border:none;border-bottom:none black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">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:11.25pt;">
  <td nowrap valign=top width=3% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">(6)</font></p>
  </td>
 <td valign=top width=97% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">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 second amended
  and restated distribution reinvestment plan and (ii) the fractional shares
  issued pursuant to the second amended and restated distribution reinvestment
  plan are issued at 90% of the then public offering price on the date of
  purchase. 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:11.25pt;">
  <td nowrap valign=top width=3% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">(7)</font></p>
  </td>
 <td valign=top width=97% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">Excluding the expense reimbursements from IIG and the recoupment
  of expense reimbursements to IIG during the period, the ratio of net
  investment income to average net assets would have been 2.80% and 0.73% for
  the nine months ended September 30, 2015 and 2014, respectively.</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=top width=3% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">(8)</font></p>
  </td>
 <td valign=top width=97% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">The ratio of gross expense recoupment to IIG to average net
  assets for the nine months ended September 30, 2015 and 2014 were 0.62% and
  0.23%, respectively.</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=top width=3% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">(9)</font></p>
  </td>
 <td valign=top width=97% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">In order to record an obligation to reimburse IIG for expense
  support provided, the ratio of gross operating expenses to average net
  assets, when considering the reimbursement, in the period in which
  reimbursement is sought cannot exceeded the ratio of gross operating expenses
  to average net assets for the period when the expense support was provided.
  For purposes of this calculation, gross operating expenses include all
  expenses borne by the Company, except for offering and organizational costs,
  base management fees, incentive fees, administrative services expenses, other
  general and administrative expenses owed to CIM and its affiliates and
  interest expense. For the nine months ended September 30, 2015 and 2014, the
  ratios of gross operating expenses to average net assets, when considering
  recoupment of expense reimbursements, were 0.52% and 0.67%, respectively. </font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=top width=3% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">(10)</font></p>
  </td>
 <td valign=top width=97% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">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:11.25pt;">
  <td nowrap valign=top width=3% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">(11)</font></p>
  </td>
 <td valign=top width=97% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">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 (excluding unfunded commitments), 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 well as
  unfunded commitments (as of September 30, 2015 only), as senior securities.&#160;
  The Company does not include its unfunded capital commitment to CCSLF as a
  senior security for the asset coverage ratio, as the capital commitments
  cannot be drawn without an affirmative vote by one of the Company's
  representatives on CCSLF's board of managers.</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, 2014. 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. Amounts and percentages presented herein may have been
rounded for presentation and all dollar amounts, excluding share and per share
amounts, are presented in thousands unless otherwise noted.</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:9.15pt;">
  <td valign=top width=4% style="height:9.15pt;padding:3.0pt 0in 3.0pt 0in;">&nbsp;</td>
 <td valign=top width=4% style="height:9.15pt;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:9.15pt;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;">the effects of a changing
  interest rate environment;</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 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;text-indent:.5in;"><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 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;margin-top:10.0pt;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. Our portfolio is
comprised primarily of </font><font color=black style="border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">investments in
senior secured debt, including first lien loans, second lien loans and
unitranche loans, and, to a lesser extent, collateralized securities,
structured products and other similar securities </font></font><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">and unsecured debt, including corporate bonds 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. </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 advisory agreement with CIM and
the investment sub-advisory agreement with AIM, each 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, 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 are 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>

<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>


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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: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, as amended;</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-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;">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;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;"><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, 2015 and 2014</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;">&#160;&nbsp;</font></b></p>

<p style="margin:0in;margin-bottom:12.0pt;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, 2015 and 2014:</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=27% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=17 valign=bottom width=70% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=27% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=8 valign=bottom width=35% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2015</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=8 valign=bottom width=34% 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2014</font></b></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td colspan=2 valign=bottom width=29% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Net Investment Activity</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=11% 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=10% 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Total</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=11% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=11% 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=10% 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Total</font></b></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td colspan=2 valign=bottom width=29% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=8% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=8% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=27% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Senior secured first lien debt</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:white;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">12,988</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:white;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:white;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">78,669</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:white;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">91,657</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:white;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:white;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">36,003</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:white;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:white;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">143,096</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:white;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">179,099</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=27% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Senior secured second lien debt</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">82,280</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">12,308</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">94,588</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">109,171</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">10,335</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">119,506</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=27% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Collateralized securities and structured products - debt</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:white;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:white;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:white;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:white;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:white;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:white;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:white;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=27% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Collateralized securities and structured products - equity</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=27% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Unsecured debt</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:white;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">19,820</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:white;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:white;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:white;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">19,820</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:white;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:white;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:white;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:white;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:white;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td colspan=2 valign=bottom width=29% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Sales and principal repayments</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(11,355)</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(66,933)</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(78,288)</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(75,405)</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(63,895)</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(139,300)</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td colspan=2 valign=bottom width=29% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Net portfolio activity</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">103,733</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">24,044</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">127,777</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">69,769</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">89,536</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">159,305</font></p>
  </td>
 </tr>
</table></div>




<DIV bclFooter>


<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;margin-top:6.0pt;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;">42</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-bottom:12.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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;">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, 2015 and
December 31, 2014:</font></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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">September 30, 2015</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">Investments Amortized</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">Cost(1)</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">Investments Fair</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">Percentage&nbsp;of</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">Investment</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">Portfolio</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">Amortized Cost/</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">Notional Amount(1)</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">Senior secured first lien debt</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:11.25pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">110,877</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">$</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">110,001</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">16.1%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:11.25pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">621,338</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">$</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">611,065</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">91.9%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:11.25pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">732,215</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">$</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">721,066</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">53.6%</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">Senior secured second lien debt</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">469,186</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">467,819</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">68.7%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">57,784</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">53,941</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">8.1%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">526,970</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">521,760</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">38.7%</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">Collateralized securities and structured products - debt</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:11.25pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">44,333</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:11.25pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">42,973</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">6.3%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:11.25pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">-</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:11.25pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">-</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:11.25pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:11.25pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">44,333</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:11.25pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">42,973</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">3.2%</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">Collateralized securities and structured products - equity</font></p>
  </td>
 <td valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">31,970</font></p>
  </td>
 <td valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">29,787</font></p>
  </td>
 <td valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=6% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">4.4%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">31,970</font></p>
  </td>
 <td valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">29,787</font></p>
  </td>
 <td valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=6% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">2.2%</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">Unsecured debt</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">31,892</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">30,701</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">4.5%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">31,892</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">30,701</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">2.3%</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">Subtotal/total percentage</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">688,258</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">681,281</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">100.0%</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">679,122</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">665,006</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">100.0%</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">1,367,380</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">1,346,287</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">Short term investments(2)</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">20,781</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">20,781</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">20,781</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">20,781</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">Total investments</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">709,039</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">$</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">702,062</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=6% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">679,122</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">$</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">665,006</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=7% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">1,388,161</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">$</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">1,367,068</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=6% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 </tr>
<tr style="height:7.5pt;">
  <td valign=bottom width=18% style="height:7.5pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=7% style="border:none;height:7.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=7% style="border:none;height:7.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=6% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=7% style="border:none;height:7.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=7% style="border:none;height:7.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=7% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=7% style="border:none;height:7.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=7% style="border:none;height:7.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=6% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">85</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">90</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">146(3)</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">$100.3 million</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">$233.1 million</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">$170.5 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">$60.6 million</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">$91.0 million</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">$72.0 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">97.30%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">99.00%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">98.14%</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">Gross annual portfolio yield based upon the purchase price(4)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">9.38%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">6.52%(5)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">7.96%</font></p>
  </td>
 </tr>
<tr style="height:7.5pt;">
  <td nowrap valign=bottom width=18% style="border:none;border-bottom:solid black 1.0pt;height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">(1)</font></p>
  </td>
 <td valign=top width=97% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">(2)</font></p>
  </td>
 <td valign=top width=97% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">Short term investments represent an investment in a fund that
  invests in highly liquid investments with average 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">(3)</font></p>
  </td>
 <td valign=top width=97% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">The sum of investment portfolio and TRS portfolio companies does
  not equal the total number of portfolio companies. This is due to 29
  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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">(4)</font></p>
  </td>
 <td valign=top width=97% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">(5)</font></p>
  </td>
 <td valign=top width=97% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">The portfolio yield for underlying TRS loans is determined
  without giving consideration to leverage.</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%;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">December 31, 2014</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">Investments Amortized</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">Cost(1)</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">Investments Fair</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">Percentage&nbsp;of</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">Investment</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">Portfolio</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">Amortized Cost/</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">Notional Amount(1)</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">Senior secured first lien debt</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">69,239</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">$</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">69,204</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">19.7%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">378,894</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">$</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">377,391</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">448,133</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">$</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">446,595</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">57.3%</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">Senior secured second lien debt</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">245,894</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">245,258</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=6% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">69.8%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">53,085</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">50,179</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=7% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">11.7%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">298,979</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">295,437</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=6% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">37.9%</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">Collateralized securities and structured products - debt</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:12.0pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">28,752</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:12.0pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">27,965</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=6% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">8.0%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:12.0pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">-</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:12.0pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">-</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:12.0pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:12.0pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">28,752</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:12.0pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">27,965</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=6% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">Collateralized securities and structured products - equity</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">9,329</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">9,137</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=6% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">2.5%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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 style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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 style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">9,329</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">9,137</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=6% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">1.2%</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">Subtotal/total percentage</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">353,214</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">351,564</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=6% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">100.0%</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">431,979</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">427,570</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">100.0%</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">785,193</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">779,134</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=6% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">100.0%</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">Short term investments(2)</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">10,350</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">10,350</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=6% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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 style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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 style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">10,350</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">10,350</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=6% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">Total investments</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">363,564</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">361,914</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=6% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">431,979</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">427,570</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=7% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">795,543</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">789,484</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=6% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 </tr>
<tr style="height:7.5pt;">
  <td valign=bottom width=18% style="height:7.5pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=7% style="border:none;height:7.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=7% style="border:none;height:7.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=6% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=7% style="border:none;height:7.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=7% style="border:none;height:7.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=7% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=7% style="border:none;height:7.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=7% style="border:none;height:7.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=6% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">56</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">65</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">104(3)</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">$62.9 million</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">$118.1 million</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">$94.8 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">$53.2 million</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">$65.0 million</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">$60.1 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">98.09%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">99.01%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">98.59%</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">Gross annual portfolio yield based upon the purchase price(4)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">9.23%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">6.87%(5)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">7.93%</font></p>
  </td>
 </tr>
<tr style="height:7.5pt;">
  <td nowrap valign=bottom width=18% style="border:none;border-bottom:solid black 1.0pt;height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">(1)</font></p>
  </td>
 <td valign=top width=98% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">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=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">(2)</font></p>
  </td>
 <td valign=top width=98% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">Short term investments represent an investment in a fund that
  invests in highly liquid investments with average original maturity dates of
  three months or less.</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td valign=top width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">(3)</font></p>
  </td>
 <td valign=top width=98% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">The sum of investment portfolio and TRS portfolio companies does
  not equal the total number of portfolio companies. This is due to 17
  portfolio companies being in both the investment and TRS portfolios.</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td valign=top width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">(4)</font></p>
  </td>
 <td valign=top width=98% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">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=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">(5)</font></p>
  </td>
 <td valign=top width=98% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">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:.0001pt;margin-top:6.0pt;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;">43</font></font></p>


</DIV>
</DIV><HR noshade STYLE="page-break-after: always" align="center" width="100%" size=2><a name="page_48"></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-bottom:12.0pt;margin-left:0in;margin-right:0in;margin-top:6.0pt;text-align:justify;text-indent:.5in;"><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;">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,
2015 and December 31, 2014, excluding short term investments of $20,781 and
$10,350, respectively:</font></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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=15% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">September 30, 2015</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=15% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">Total</font></b></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=2 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">Interest Rate Allocation</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=9% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">Investments Amortized</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">Cost</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&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:11.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">Investments Fair</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">Value</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&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:11.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">Percentage&nbsp;of</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">Investment</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">Portfolio</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=9% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">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:11.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&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:11.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">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:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&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:11.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">Percentage&nbsp;of
  Underlying TRS Loans</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=9% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">Amortized Cost/</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">Notional Amount</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&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:11.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">Fair Value</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&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:11.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">643,250</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">$</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 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">636,783</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">93.5%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">679,122</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">$</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 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">665,006</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">1,322,372</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">$</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 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">1,301,789</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">96.7%</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">Fixed interest rate investments</font></p>
  </td>
 <td valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">45,008</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">44,498</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">6.5%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">45,008</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">44,498</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">3.3%</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">688,258</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">$</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 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">681,281</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">679,122</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">$</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 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">665,006</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">1,367,380</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">$</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 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">1,346,287</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">100.0%</font></b></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%;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=15% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">December 31, 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=15% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">Total</font></b></p>
  </td>
 </tr>
<tr style="height:19.5pt;">
  <td colspan=2 nowrap valign=bottom width=18% style="border:none;border-bottom:solid black 1.0pt;height:19.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">Interest Rate Allocation</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:19.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">Investments Amortized</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">Investments Fair</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&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:19.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">Percentage&nbsp;of</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">Investment</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">Portfolio</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:19.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">Amortized Cost/</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&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:19.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">Percentage</font></b></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=2 valign=bottom width=18% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">346,115</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">$</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 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">344,067</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">97.9%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">431,979</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">$</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 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">427,570</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">778,094</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">$</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 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">771,637</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">99.0%</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=2 valign=bottom width=18% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">Fixed interest rate investments</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">7,099</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">7,497</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">2.1%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">7,099</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">7,497</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">1.0%</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=2 valign=bottom width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">353,214</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">$</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 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">351,564</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">431,979</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">$</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 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">427,570</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">785,193</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">$</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 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">779,134</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">100.0%</font></b></p>
  </td>
 </tr>
</table></div>




<DIV bclFooter>


<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;margin-top:6.0pt;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_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-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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;"></font></font></p>

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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;">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, 2015 and December
31, 2014:</font></font></p>



<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%;">&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 valign=bottom width=26% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=14 valign=bottom width=73% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">September 30, 2015</font></b></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=bottom width=26% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=4 valign=bottom width=24% style="background:white;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Investment Portfolio</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Total Return Swap</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Total</font></b></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=bottom width=26% style="background:white;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Industry Classification</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=13% style="background:white;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Investments Fair Value</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:white;border:none;border-top:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Percentage&nbsp;of</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Investment Portfolio</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=13% style="background:white;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Fair Value of</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Underlying</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">TRS Loans</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:white;border:none;border-top:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Percentage&nbsp;of</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Underlying</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">TRS Loans</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=13% style="background:white;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Fair Value</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:white;border:none;border-top:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Percentage</font></b></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=26% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Services: Business</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">122,387</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">17.9%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">85,252</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">12.8%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">207,639</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">15.4%</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=26% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Healthcare &amp; Pharmaceuticals</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">56,580</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">8.3%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">109,713</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">16.5%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">166,293</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">12.4%</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=26% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">High Tech Industries</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">81,859</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">12.0%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">69,842</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">10.5%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">151,701</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">11.3%</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=26% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Banking, Finance, Insurance &amp; Real Estate</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">48,408</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">7.1%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">32,414</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">4.9%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">80,822</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">6.0%</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=26% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Diversified Financials</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">72,760</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">10.7%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">72,760</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">5.4%</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=26% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Beverage, Food &amp; Tobacco</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">65,456</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">9.6%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">3,678</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.5%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">69,134</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">5.1%</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=26% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Chemicals, Plastics &amp; Rubber</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">27,500</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">4.0%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">40,351</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">6.1%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">67,851</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">5.0%</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=26% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Hotel, Gaming &amp; Leisure</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">26,681</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">3.9%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">34,157</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">5.1%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">60,838</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">4.5%</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=26% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Construction &amp; Building</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">24,440</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">3.6%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">35,746</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">5.4%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">60,186</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">4.5%</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=26% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Retail</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">6,067</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.9%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">43,806</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">6.6%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">49,873</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">3.7%</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=26% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Telecommunications</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">19,521</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2.9%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">22,477</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">3.4%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">41,998</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">3.1%</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=26% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Services: Consumer</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">13,445</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2.0%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">25,854</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">3.9%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">39,299</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2.9%</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=26% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Media: Broadcasting &amp; Subscription</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">10,750</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1.6%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">27,219</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">4.1%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">37,969</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2.8%</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=26% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Media: Advertising, Printing &amp; Publishing</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">25,330</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">3.7%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">7,830</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1.2%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">33,160</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2.5%</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=26% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Forest Products &amp; Paper</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">33,094</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">5.0%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">33,094</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2.5%</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=26% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Consumer Goods: Non-Durable</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">14,083</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2.1%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">13,704</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2.1%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">27,787</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2.1%</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=26% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Media: Diversified &amp; Production</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">12,143</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1.8%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">14,523</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2.2%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">26,666</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2.0%</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=26% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Consumer Goods: Durable</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">24,765</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">3.7%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">24,765</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1.8%</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=26% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Containers, Packaging &amp; Glass</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">12,331</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1.8%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">8,366</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1.3%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">20,697</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1.5%</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=26% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Automotive</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">15,650</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2.3%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">3,577</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.5%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">19,227</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1.4%</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=26% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Energy: Electricity</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">13,792</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2.0%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2,345</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.3%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">16,137</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1.2%</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=26% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Aerospace &amp; Defense</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">14,110</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2.1%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">14,110</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1.1%</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=26% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Energy: Oil &amp; Gas</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">6,549</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1.0%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">5,518</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.8%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">12,067</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.9%</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=26% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Mining &amp; Metals</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">6,665</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1.0%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">6,665</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.5%</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=26% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Environmental Industries</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2,970</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.4%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2,970</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.2%</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=26% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Capital Equipment</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2,579</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.4%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2,579</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.2%</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=26% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Subtotal/total percentage</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">681,281</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=10% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">665,006</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=10% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,346,287</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">100.0%</font></b></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=26% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">U.S. Treasury Securities</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">20,781</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">20,781</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=bottom width=26% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Total investments</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">702,062</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">665,006</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,367,068</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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=26% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=14 valign=bottom width=73% style="background:white;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">December 31, 2014</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td valign=bottom width=26% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=4 valign=bottom width=25% style="background:white;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Investment Portfolio</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Total Return Swap</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=4 valign=bottom width=22% 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Total</font></b></p>
  </td>
 </tr>
<tr style="height:25.5pt;">
  <td valign=bottom width=26% style="background:white;border:none;border-bottom:solid black 1.0pt;height:25.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Industry Classification</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:25.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Investments Fair Value</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:white;border:none;border-top:solid black 1.0pt;height:25.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></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:25.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Percentage&nbsp;of</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Investment Portfolio</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:25.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Fair Value of</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Underlying</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">TRS Loans</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:white;border:none;border-top:solid black 1.0pt;height:25.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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:25.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Percentage&nbsp;of</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Underlying</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">TRS Loans</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:25.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Fair Value</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:white;border:none;border-top:solid black 1.0pt;height:25.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Percentage</font></b></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=bottom width=26% style="background:#B7DEE8;border:none;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Services: Business</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:9.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">89,123</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">25.4%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</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 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">70,280</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">16.4%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</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 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">159,403</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;border:none;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">20.4%</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=bottom width=26% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">High Tech Industries</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:9.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">45,737</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">13.0%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:9.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">36,029</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">8.4%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:9.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">81,766</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">10.5%</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=bottom width=26% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Healthcare &amp; Pharmaceuticals</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:9.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">10,203</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2.9%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:9.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">49,917</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">11.7%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">60,120</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">7.7%</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=bottom width=26% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Beverage, Food &amp; Tobacco</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:9.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">42,962</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">12.2%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:9.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:9.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:9.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">42,962</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">5.5%</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=bottom width=26% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Banking, Finance, Insurance &amp; Real Estate</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:9.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">7,867</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2.2%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:9.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">31,955</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">7.5%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">39,822</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">5.1%</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=bottom width=26% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Diversified Financials</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:9.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">37,102</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">10.6%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:9.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:9.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:9.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">37,102</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">4.8%</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=bottom width=26% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Construction &amp; Building</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:9.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">3,626</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1.0%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:9.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">31,483</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">7.4%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">35,109</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">4.5%</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=bottom width=26% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Chemicals, Plastics &amp; Rubber</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:9.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">9,107</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2.6%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:9.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">24,303</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">5.7%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:9.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">33,410</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">4.3%</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=bottom width=26% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Hotel, Gaming &amp; Leisure</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:9.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">19,703</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">5.6%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:9.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">12,606</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">3.0%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">32,309</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">4.1%</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=bottom width=26% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Consumer Goods: Durable</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:9.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:9.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:9.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">31,979</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">7.5%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:9.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">31,979</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">4.1%</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=bottom width=26% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Media: Advertising, Printing &amp; Publishing</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:9.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">20,235</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">5.8%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:9.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">7,001</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1.6%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">27,236</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">3.5%</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=bottom width=26% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Automotive</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:9.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">14,123</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">4.0%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:9.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">11,939</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2.8%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:9.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">26,062</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">3.3%</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=bottom width=26% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Retail</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:9.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:9.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:9.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">25,421</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">6.0%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">25,421</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">3.3%</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=bottom width=26% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Containers, Packaging &amp; Glass</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:9.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">9,800</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2.8%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:9.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">8,329</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1.9%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:9.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">18,129</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2.3%</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=bottom width=26% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Services: Consumer</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:9.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">792</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.2%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:9.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">17,023</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">4.0%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">17,815</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2.3%</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=bottom width=26% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Media: Diversified &amp; Production</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:9.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">6,298</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1.8%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:9.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">10,239</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2.4%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:9.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">16,537</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2.1%</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=bottom width=26% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Telecommunications</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:9.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">13,813</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">3.9%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:9.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">988</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.2%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">14,801</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1.9%</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=bottom width=26% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Media: Broadcasting &amp; Subscription</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:9.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2,077</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.6%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:9.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">10,965</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2.6%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:9.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">13,042</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1.7%</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=bottom width=26% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Consumer Goods: Non-Durable</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:9.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,571</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.4%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:9.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">11,379</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2.7%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">12,950</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1.7%</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=bottom width=26% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Aerospace &amp; Defense</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:9.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,370</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.4%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:9.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">10,014</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2.3%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:9.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">11,384</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1.5%</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=bottom width=26% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Forest Products &amp; Paper</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:9.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:9.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:9.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">10,867</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2.5%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">10,867</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1.4%</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=bottom width=26% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Capital Equipment</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:9.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">3,896</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1.1%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:9.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">6,168</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1.4%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:9.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">10,064</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1.3%</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=bottom width=26% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Energy: Oil &amp; Gas</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:9.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,377</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.4%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:9.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">8,685</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2.0%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">10,062</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1.3%</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=bottom width=26% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Energy: Electricity</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:9.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">5,932</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1.7%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:9.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:9.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:9.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">5,932</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.8%</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=bottom width=26% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Environmental Industries</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">4,850</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1.4%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">4,850</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.6%</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=bottom width=26% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Subtotal/total percentage</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;height:9.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">351,564</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;border-bottom:double black 2.25pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">100.0%</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;height:9.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">427,570</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;border-bottom:double black 2.25pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">100.0%</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;height:9.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">779,134</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;border-bottom:double black 2.25pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">100.0%</font></b></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=bottom width=26% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">U.S. Treasury Securities</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">10,350</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=11% style="background:#B7DEE8;border:none;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">10,350</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td valign=bottom width=26% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Total investments</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;border-bottom:double black 2.25pt;height:9.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">361,914</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=11% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;border-bottom:double black 2.25pt;height:9.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">427,570</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;border-bottom:double black 2.25pt;height:9.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">789,484</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=9% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 </tr>
</table></div>



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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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;">Except
for CCSLF, the Company does not &#8220;control&#8221; and is not an &#8220;affiliate&#8221; of any of
its portfolio companies, 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font color=black face="Times New Roman,serif" style="border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">&nbsp;</font></font></p>

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font color=black face="Times New Roman,serif" style="border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Our investment portfolio may contain senior secured investments
that are in the form of lines of credit, revolving credit facilities, or
unfunded commitments, which may require us to provide funding when requested in
accordance with the terms of the underlying agreements. As of September 30,
2015 and December 31, 2014, our unfunded commitments amounted to $43,562 and
$23,112, respectively. As of November 9, 2015, our unfunded commitments
amounted to $43,757. Since these commitments may expire without being drawn
upon, unfunded commitments do not necessarily represent future cash
requirements or future earning assets for us. Refer to section &#8220;Commitments and
Contingencies and Off-Balance Sheet Arrangements&#8221; for further details on our
unfunded commitments.</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:.0001pt;margin-top:6.0pt;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>


</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-bottom:12.0pt;margin-left:0in;margin-right:0in;margin-top:10.05pt;text-align:justify;text-indent:.5in;"><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;">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, 2015 and December 31, 2014, excluding short term
investments of $20,781 and $10,350, respectively:</font></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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">September 30, 2015</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Investments</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Percentage of</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Investment Portfolio</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:24.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">663,229</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">97.3%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">631,633</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">95.0%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,294,862</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">96.2%</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">3</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">15,461</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">23,781</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">3.6%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">39,242</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2.9%</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">4</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2,591</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.4%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">9,592</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1.4%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">12,183</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.9%</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">5</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">681,281</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">100.0%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">665,006</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">100.0%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,346,287</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">100.0%</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%;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">December 31, 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Investments </font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Percentage of</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Investment Portfolio</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:24.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">342,922</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">97.5%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">405,522</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">94.8%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">748,444</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">96.1%</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">3</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">8,642</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2.5%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">19,087</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">4.5%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">27,729</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">3.5%</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">4</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2,961</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.7%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2,961</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.4%</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">5</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">351,564</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">100.0%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">427,570</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">100.0%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">779,134</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">100.0%</font></p>
  </td>
 </tr>
</table></div>



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

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

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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><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 style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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;">As of
November 9, 2015, our investment portfolio, excluding our short term
investments and TRS, consisted of interests in 83 portfolio companies (16% in
senior secured first lien debt, 70% in senior secured second lien debt, 11% in
collateralized securities and structured products (comprised of 2% invested in
rated debt, 4% invested in non-rated debt and 5% invested in non-rated equity
of such securities and products) and 3% in unsecured debt with a total fair
value of $669,133 with an average and median portfolio company annual EBITDA of
$76.0 million and $60.1 million, respectively, at initial investment. As of
November 9, 2015, investments in our portfolio, excluding our short term investments
and TRS, were purchased at a weighted average price of 97.26% of par value. Our
estimated gross annual portfolio yield was 9.39% based upon the purchase price
of such investments. The estimated gross portfolio yield does not represent and
may be higher than an actual investment return to shareholders because it excludes
our expenses and all sales commissions and dealer manager fees. For the nine
months ended September 30, 2015, our total investment return-net asset value
was 4.94%. Total investment return-net asset value does not represent and may
be higher than an actual investment return to shareholders because it excludes
all sales commissions and dealer manager fees. Total investment return-net
asset value is a measure of the change in total value for shareholders who held
our common stock at the beginning and end of the period, including
distributions paid or payable during the period, and is described further in
Note 13 of our consolidated financial statements.</font></font></p>

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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 style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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;">As of
November 9, 2015, our short term investments included an investment in a U.S.
Treasury Obligations Fund of $28,936.</font></font></p>

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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 style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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;">Further,
as of&nbsp;November 9, 2015, through the 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 91 portfolio companies.</font></font></p>

<p style="border:none;margin-bottom:.0001pt;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:normal;">&#160;&nbsp;</font></p>


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<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;margin-top:6.0pt;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;">48</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face="Times New Roman,serif" style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Results of Operations for the Three Months Ended September 30,
2015 and 2014</font></b></font></p>

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><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 style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><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;">&#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, 2015 and 2014 were as
follows:</font></font></p>

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font face=Calibri,sans-serif lang=EN-US style="font-size:11.0pt;line-height:normal;">&#160;&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=50% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Three Months Ended</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=50% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2015</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2014</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=50% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">14,833</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">5,083</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=50% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">6,921</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2,509</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=50% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">7,912</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2,574</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=50% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">142</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">971</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=50% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Net change in unrealized depreciation 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(7,758)</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(1,630)</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=50% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">8,620</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">4,136</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=50% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Net change in unrealized depreciation 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(12,506)</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(1,912)</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=50% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Net (decrease) 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(3,590)</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">4,139</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
</table></div>



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

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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><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 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, 2015 and 2014, we generated investment income of $14,833
and $5,083, respectively, consisting primarily of interest income on
investments in senior secured loans, collateralized securities, structured products,
and unsecured debt of 86 and 57 portfolio companies held during each respective
period. During the three months ended September 30, 2015 and 2014, our
investment portfolio, excluding short term investments and the TRS, increased
$96,376 and $69,223, 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, 2015 and 2014 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face="Times New Roman,serif" style="border:none;"><b><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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;">The
composition of our operating expenses for the three months ended September 30,
2015 and 2014 was as follows:</font></font></p>



<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%;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=50% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Three Months Ended</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=50% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2015</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2014</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=50% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">4,146</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,740</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=50% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Administrative services expense</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">409</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">377</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=50% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(1,211)</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(497)</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=50% style="background:white;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">General and administrative</font></p>
  </td>
 <td valign=bottom width=3% style="background:white;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:white;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,666</font></p>
  </td>
 <td valign=bottom width=3% style="background:white;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="background:white;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">867</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=50% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Interest expense</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">153</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=50% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">5,163</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2,487</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=50% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,758</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">22</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=50% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">6,921</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2,509</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
</table></div>




<DIV bclFooter>


<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;margin-top:6.0pt;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_54"></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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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;">The composition of our general and
administrative expenses for the three months ended September 30, 2015 and 2014
was as follows:</font></font></p>

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-indent:.5in;"><font face=Calibri,sans-serif lang=EN-US style="font-size:11.0pt;line-height:normal;">&#160;&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=50% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Three Months Ended</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=50% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2015</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2014</font></b></p>
  </td>
 <td valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=50% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Transfer agent expense</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap width=12% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">346</font></p>
  </td>
 <td nowrap width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">148</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=50% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Professional fees expense</font></p>
  </td>
 <td width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">286</font></p>
  </td>
 <td nowrap width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">117</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=50% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Due diligence fees</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">275</font></p>
  </td>
 <td nowrap width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">165</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=50% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Dues and subscriptions</font></p>
  </td>
 <td width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">161</font></p>
  </td>
 <td nowrap width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">86</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=50% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Printing and mailing expense</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">103</font></p>
  </td>
 <td nowrap width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">40</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=50% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Marketing expense</font></p>
  </td>
 <td width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">102</font></p>
  </td>
 <td nowrap width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">112</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=50% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Valuation expense</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">88</font></p>
  </td>
 <td nowrap width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">30</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=50% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Insurance expense</font></p>
  </td>
 <td width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">83</font></p>
  </td>
 <td nowrap width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">69</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=50% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">80</font></p>
  </td>
 <td nowrap width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">43</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=50% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Filing fees</font></p>
  </td>
 <td width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">40</font></p>
  </td>
 <td nowrap width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=50% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Other expenses</font></p>
  </td>
 <td 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">102</font></p>
  </td>
 <td nowrap width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">57</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=50% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Total general and administrative expense</font></p>
  </td>
 <td width=3% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap width=12% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,666</font></p>
  </td>
 <td nowrap width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=3% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">867</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
</table></div>



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

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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><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 style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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;">Our
affiliate, IIG, 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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 style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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;">For
the three months ended September 30, 2015, IIG recouped $1,758 of expense
reimbursements made during the three months ended September 30, 2013, December
31, 2013 and March 31, 2014 in connection with the expense support and
conditional reimbursement agreement. For the three months ended September 30,
2014, IIG recouped $22 of expense reimbursements </font><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">made
during the three months ended March 31, 2013</font><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">.&#160; We did not receive any
expense reimbursements from IIG for the three months ended September 30, 2015
or 2014. </font></font></p>

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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 style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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 style="border:none;margin-bottom:3.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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;">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>

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face=Calibri,sans-serif lang=EN-US style="font-size:11.0pt;line-height:normal;">&nbsp;</font></p>

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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>

<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=17% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Three Months Ended</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=12% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Expense Support Received
  from IIG</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=12% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Expense Support Reimbursed
  to IIG(4)</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=12% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Unreimbursed Expense
  Support</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=16% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Ratio of Operating Expense
  to Average Net Assets for the Period(1)</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Annualized Distribution
  Rate for the Period(3)</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Eligible for Reimbursement
  through</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td valign=bottom width=17% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">December 31, 2012</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">117</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">117</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=16% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.93%</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.00%(2)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=15% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">December 31, 2015</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td valign=bottom width=17% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">March 31, 2013</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">819</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">819</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=16% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2.75%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">7.00%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=15% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">March 31, 2016</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td valign=bottom width=17% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">June 30, 2013</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,148</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,148</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=16% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1.43%</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">7.00%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=15% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">June 30, 2016</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td valign=bottom width=17% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">September 30, 2013</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,297</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,297</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=16% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.49%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">7.00%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=15% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">September 30, 2016</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td valign=bottom width=17% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">December 31, 2013</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">695</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">695</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=16% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.31%</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">7.00%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=15% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">December 31, 2016</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td valign=bottom width=17% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">March 31, 2014</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,049</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">733</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">316</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=16% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.27%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">7.00%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=15% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">March 31, 2017</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td valign=bottom width=17% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">June 30, 2014</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=16% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.31%</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">7.00%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=15% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">June 30, 2017</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td valign=bottom width=17% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">September 30, 2014</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=16% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.13%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">7.00%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=15% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">September 30, 2017</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td valign=bottom width=17% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">December 31, 2014</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">831</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">831</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=16% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.15%</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">7.00%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=15% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">December 31, 2017</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td valign=bottom width=17% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">March 31, 2015</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=16% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.21%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">7.00%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=15% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">March 31, 2018</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td valign=bottom width=17% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">June 30, 2015</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=16% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.18%</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">7.00%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=15% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">June 30, 2018</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td valign=bottom width=17% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">September 30, 2015</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=16% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.15%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">7.00%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=15% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">September 30, 2018</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td valign=bottom width=17% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Total</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">5,956</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">4,809</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double windowtext 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,147</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=16% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=15% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 </tr>
<tr style="height:6.0pt;">
  <td nowrap valign=bottom width=17% style="border:none;border-bottom:solid black 1.0pt;height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=16% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=15% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></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 nowrap valign=top width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(1)</font></p>
  </td>
 <td valign=top width=98% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Operating expenses include all expenses borne by us, except for
  offering and organizational costs, 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:12.0pt;">
  <td nowrap valign=top width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(2)</font></p>
  </td>
 <td valign=top width=98% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">We did not declare any distributions during the three months
  ended December 31, 2012.</font></p>
  </td>
 </tr>
</table></div>




<DIV bclFooter>


<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;margin-top:6.0pt;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>


</DIV>
</DIV><HR noshade STYLE="page-break-after: always" align="center" width="100%" size=2><a name="page_55"></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>

<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:12.0pt;">
  <td nowrap valign=top width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(3)</font></p>
  </td>
 <td valign=top width=98% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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 IIG. Annualized Distribution Rate does not include
  special cash or stock distributions paid to shareholders.</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(4)</font></p>
  </td>
 <td nowrap valign=bottom width=98% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">As of September 30, 2015, $1,758 of reimbursed expense support
  is payable to IIG.</font></p>
  </td>
 </tr>
</table></div>



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

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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><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 style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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;">Our
net investment income totaled $7,912 and $2,574 for the three months ended
September 30, 2015 and 2014, respectively. The increase in net investment
income 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face="Times New Roman,serif" style="border:none;"><b><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">&nbsp;</font></i></b></font></p>

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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><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 style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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;">Our
net realized gain on investments totaled $142 and $971 for the three months
ended September 30, 2015 and 2014, respectively. The decrease in net realized
gain on investments was primarily due to an overall decrease in sales activity
during the three months ended September 30, 2015 compared to the three months
ended September 30, 2014. During the three months ended September 30, 2015, we
received sale proceeds and principal repayments of $8,046 and $3,309,
respectively, compared to sale proceeds of $33,077 and principal repayments of
$42,328 for the three months ended September 30, 2014.</font></font></p>

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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><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 style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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;">The
net change in unrealized depreciation on our investments totaled $7,758 and
$1,630 for the three months ended September 30, 2015 and 2014, respectively. This
change was predominantly driven by a widening of credit spreads during the
three months ended September 30, 2015 compared to the three months ended
September 30, 2014 that negatively impacted the fair value of certain
investments.</font></font></p>

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:24.5pt;"><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 style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face="Times New Roman,serif" style="border:none;"><b><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Net Realized Gain on TRS</font></i></b></font></p>

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><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 style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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;">Our
net realized gain on the TRS totaled $8,620 and $4,136 for the three months
ended September 30, 2015 and 2014, respectively. The components of net realized
gain on the TRS are summarized below:</font></font></p>



<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%;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=39% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Three Months Ended</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=39% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2015</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2014</font></b></p>
  </td>
 <td valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=39% style="background:#B7DEE8;height:14.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:14.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">10,886</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:14.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:14.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;height:14.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">5,316</font></p>
  </td>
 <td valign=bottom width=9% style="height:14.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=39% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(2,743)</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(1,207)</font></p>
  </td>
 <td valign=bottom width=9% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=39% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">477</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">27</font></p>
  </td>
 <td valign=bottom width=9% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=39% style="height:12.75pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Total</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">8,620</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">4,136</font></p>
  </td>
 <td valign=bottom width=9% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
</table></div>



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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face="Times New Roman,serif" style="border:none;"><b><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Net Change in Unrealized Depreciation
on TRS</font></i></b></font></p>

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><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 style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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;">The net
change in unrealized depreciation on the TRS totaled $12,506 and $1,912 for the
three months ended September 30, 2015 and 2014, respectively. This change was
predominately driven by </font><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">a widening of credit spreads
during the three months ended&nbsp;September
30, 2015 compared to the three months ended September 30, 2014 that negatively
impacted the fair value of certain investments.</font></font></p>

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><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 style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face="Times New Roman,serif" style="border:none;"><b><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Net (Decrease) Increase in
Net Assets Resulting from Operations</font></i></b></font></p>

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><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 style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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;">For
the three months ended September 30, 2015, we recorded a net decrease in net
assets resulting from operations of ($3,590) compared to a net increase in net
assets resulting from operations of $4,139 for the three months ended September
30, 2014.</font></font></p>


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<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;margin-top:6.0pt;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;">51</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face="Times New Roman,serif" style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Results of Operations for the Nine Months Ended September 30, 2015
and 2014</font></b></font></p>

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><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 style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><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;">&#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, 2015 and 2014 were as
follows:</font></font></p>



<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%;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=50% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Nine Months Ended</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=50% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2015</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2014</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=50% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">35,665</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">10,917</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=50% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">21,116</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">8,529</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=50% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">14,549</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2,388</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=50% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">717</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,355</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=50% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Net change in unrealized depreciation 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(5,327)</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(416)</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=50% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">23,742</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">11,899</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=50% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Net change in unrealized depreciation 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(9,707)</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(1,889)</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=50% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">23,974</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">13,337</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
</table></div>



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

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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><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 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, 2015 and 2014, we generated investment income of $35,665
and $10,917, respectively, consisting primarily of interest income on
investments in senior secured loans, collateralized securities, structured products,
and unsecured debt of 87 and 76 portfolio companies held during each respective
period. During the nine months ended September 30, 2015 and 2014, our
investment portfolio, excluding short term investments and the TRS, increased
$329,717 and $184,980, 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, 2015 and 2014 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face="Times New Roman,serif" style="border:none;"><b><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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;">The
composition of our operating expenses for the nine months ended September 30,
2015 and 2014 was as follows:</font></font></p>



<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%;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=50% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Nine Months Ended</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=50% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2015</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2014</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=50% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">10,397</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">3,952</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=50% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Administrative services expense</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,283</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,222</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=50% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Capital gains incentive fee</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=12% style="background:#B7DEE8;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">248</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=50% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Offering, organizational and other costs - IIG</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=12% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">592</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=50% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">General and administrative</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">4,987</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2,942</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=50% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Interest expense</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">262</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=50% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">16,929</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">8,956</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=50% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(1,049)</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=50% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">4,187</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">622</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=50% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">21,116</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">8,529</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
</table></div>




<DIV bclFooter>


<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;margin-top:6.0pt;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>


</DIV>
</DIV><HR noshade STYLE="page-break-after: always" align="center" width="100%" size=2><a name="page_57"></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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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;">The composition of our general and
administrative expenses for the nine months ended September 30, 2015 and 2014
was as follows:</font></font></p>



<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%;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=50% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Nine Months Ended</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=50% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2015</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2014</font></b></p>
  </td>
 <td valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=50% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Transfer agent expense</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap width=12% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">850</font></p>
  </td>
 <td nowrap width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">425</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=50% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Due diligence fees</font></p>
  </td>
 <td width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">804</font></p>
  </td>
 <td nowrap width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=3% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=12% style="background:white;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">567</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=50% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Professional fees expense</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">802</font></p>
  </td>
 <td nowrap width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">583</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=50% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Filing fees</font></p>
  </td>
 <td width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">472</font></p>
  </td>
 <td nowrap width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=3% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=12% style="background:white;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">80</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=50% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Dues and subscriptions</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">428</font></p>
  </td>
 <td nowrap width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">165</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=50% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Marketing expense</font></p>
  </td>
 <td width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">412</font></p>
  </td>
 <td nowrap width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=3% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=12% style="background:white;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">409</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=50% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Printing and mailing expense</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">262</font></p>
  </td>
 <td nowrap width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">109</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=50% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Director fees and expenses</font></p>
  </td>
 <td width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">218</font></p>
  </td>
 <td nowrap width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=3% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=12% style="background:white;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">119</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=50% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Valuation expense</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">218</font></p>
  </td>
 <td nowrap width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">94</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=50% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Insurance expense</font></p>
  </td>
 <td width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">214</font></p>
  </td>
 <td nowrap width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=3% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=12% style="background:white;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">175</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=50% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Other expenses</font></p>
  </td>
 <td 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">307</font></p>
  </td>
 <td nowrap width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">216</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=50% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Total general and administrative expense</font></p>
  </td>
 <td width=3% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap width=12% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">4,987</font></p>
  </td>
 <td nowrap width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=3% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2,942</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
</table></div>



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

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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><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 style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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;">For
the nine months ended September 30, 2015, IIG recouped $4,187 of expense
reimbursements made during the three months ended March 31, 2013, June 30,
2013, September 30, 2013, December 31, 2013, and March 31, 2014 in connection
with the expense support and conditional reimbursement agreement. We did not
receive any expense reimbursements from IIG for the nine months ended September
30, 2015. For the nine months ended September 30, 2014, we received expense
reimbursements from IIG of $1,049 and IIG recouped $622 of expense reimbursements
made during the three months ended December 31, 2012 and March 31, 2013.</font></font></p>

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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 style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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;">Refer
to the section, &#8220;Results of Operations for the Three Months Ended September 30,
2015 and 2014 - Expense Reimbursements&#8221; above for further details on our
expense reimbursements with our affiliate, IIG. </font></font></p>

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face=Calibri,sans-serif lang=EN-US style="font-size:11.0pt;line-height:normal;">&#160;&nbsp;</font></p>


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<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;margin-top:6.0pt;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>


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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><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 style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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;">Our
net investment income totaled $14,549 and $2,388 for the nine months ended
September 30, 2015 and 2014, respectively. The increase in net investment
income 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face="Times New Roman,serif" style="border:none;"><b><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">&nbsp;</font></i></b></font></p>

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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><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 style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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;">Our
net realized gain on investments totaled $717 and $1,355 for the nine months
ended September 30, 2015 and 2014, respectively. The decrease in net realized
gain on investments was primarily due to an overall decrease in sales activity
during the nine months ended September 30, 2015 compared to the nine months
ended September 30, 2014. During the nine months ended September 30, 2015, we
received sale proceeds and principal repayments of $63,847 and $6,819, respectively,
compared to sale proceeds of $73,307 and principal repayments of $</font><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">47,872 for </font><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">the nine months ended September 30, 2014.
</font></font></p>

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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><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 style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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;">The
net change in unrealized depreciation on our investments totaled $5,327 and
$416 for the nine months ended September 30, 2015 and 2014, respectively. This
change was predominantly driven by a widening of credit spreads during the nine
months ended September 30, 2015 compared to the nine months ended September 30,
2014 that negatively impacted the fair value of certain investments.</font></font></p>

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:24.5pt;"><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 style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face="Times New Roman,serif" style="border:none;"><b><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Net Realized Gain on TRS</font></i></b></font></p>

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><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 style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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;">Our
net realized gain on the TRS totaled $23,742 and $11,899 for the nine months
ended September 30, 2015 and 2014, respectively. The components of net realized
gain on the TRS are summarized below:</font></font></p>



<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%;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=39% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Nine Months Ended</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=39% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2015</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2014</font></b></p>
  </td>
 <td valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=39% style="background:#B7DEE8;height:14.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:14.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">29,255</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:14.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:14.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;height:14.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">12,739</font></p>
  </td>
 <td valign=bottom width=9% style="height:14.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=39% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(7,258)</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(2,944)</font></p>
  </td>
 <td valign=bottom width=9% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=39% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,745</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2,104</font></p>
  </td>
 <td valign=bottom width=9% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=39% style="height:12.75pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Total</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">23,742</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">11,899</font></p>
  </td>
 <td valign=bottom width=9% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
</table></div>



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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face="Times New Roman,serif" style="border:none;"><b><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Net Change in Unrealized Depreciation
on TRS</font></i></b></font></p>

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><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 style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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;">The net
change in unrealized depreciation on the TRS totaled $9,707 and $1,889 for the
nine months ended September 30, 2015 and 2014, respectively. This change was
predominantly driven by a widening of credit spreads during the nine months
ended September 30, 2015 compared to the nine months ended September 30, 2014
that negatively impacted the fair value of certain investments.</font></font></p>

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><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 style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face="Times New Roman,serif" style="border:none;"><b><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Net Increase in Net Assets
Resulting from Operations</font></i></b></font></p>

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><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 style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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;">For
the nine months ended September 30, 2015 and 2014, we recorded a net increase
in net assets resulting from operations of $23,974 and $13,337, respectively. </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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face="Times New Roman,serif" style="border:none;"><b><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">&#160;Net Asset Value per Share, Annual Investment Return and Total
Return Since Inception</font></i></b></font></p>

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><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 style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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;">Our
net asset value per share was $9.13 and $9.22 on September 30, 2015 and
December 31, 2014, respectively. After considering (i) the overall changes in
net asset value per share, (ii) paid distributions of approximately $0.5487 per
share during the nine months ended September 30, 2015, and (iii) the assumed
reinvestment of those distributions at 90% of the prevailing offering price per
share, the total investment return was 4.94% for the entire nine-month period
ended September 30, 2015. Total investment return-net asset value does not represent
and may be higher than an actual return to shareholders because it excludes all
sales commissions and dealer manager fees. Total investment return-net asset
value is a measure of the change in total value for shareholders who held our
common stock at the beginning and end of the period, including distributions
paid or payable during the period, and is described further in Note 13 of our
consolidated financial statements.</font></font></p>

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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 style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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;">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
8.40% and a cumulative total return of 25.21% through September 30, 2015 (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 4.38% and a cumulative total return of 12.69%
through September 30, 2015. 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 9.37% and 7.51%,
respectively, during the period from December 17, 2012 to September 30, 2015.
In addition, the annualized return for the S&amp;P/LSTA Leveraged Loan Index
and the BofA Merrill Lynch US High Yield Index was 3.26% and 2.63%,
respectively, during the period from December 17, 2012 to September 30, 2015.</font></font></p>

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font face="Times New Roman,serif" style="border:none;"><img border=0 height=462 id="Picture 1" src="maindocument001x58x0.jpg" width=624></font></p>

<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;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;">(1) Cumulative performance:
December 17, 2012 to September 30, 2015</font></font></p>

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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 style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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;">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 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face="Times New Roman,serif" style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Financial Condition, Liquidity and Capital Resources</font></b></font></p>

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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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;">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, which will continue until no later than December 31, 2015. We accept
subscriptions on a continuous basis and 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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 style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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;">We sell
our shares on a continuous basis at our latest public offering price of $10.20
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, we will reduce our offering price in order to establish a new net
offering price that is not more than 2.5% above our net asset value per share.
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 one or
more of its directors the authority to conduct such closings so long as there
is no change to our public offering price or to establish a new net offering
price that is not more than 2.5% above our net asset value per share. 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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 style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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;">As of
September 30, 2015, we sold 92,740,834 shares for net proceeds of $951,610 at
an average price per share of $10.26. The net proceeds received include
reinvested shareholder distributions of $36,244, for which we issued 3,853,195
shares of common stock, and gross proceeds paid for shares of common stock
tendered for repurchase of $5,571, for which we repurchased 592,313 shares of
common stock. Since commencing our continuous public offering on July 2, 2012
and through September 30, 2015, sales commissions and dealer manager fees
related to the sale of our common stock were $55,118 and $26,981, respectively.</font></font></p>

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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 style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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;">As of
November 11, 2015, we sold 97,072,359 shares of common stock for net proceeds
of $995,302 at an average price per share of $10.25. The net proceeds received
include reinvested shareholder distributions of $38,970, for which we issued
4,150,144 shares of common stock, and gross proceeds paid for shares of common
stock tendered for repurchase of $7,583, for which we repurchased 811,460
shares of common stock. </font></font><font color=black face="Times New Roman,serif" style="border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Since commencing our continuous public offering on
July 2, 2012 and through November 11, 2015, sales commissions and dealer
manager fees related to the sale of our common stock were $57,767 and $28,261,
respectively.</font></font></p>

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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 style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:10.05pt;text-align:justify;text-indent:.5in;"><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;">As of September 30, 2015 and December 31, 2014, we had $20,781 and
$10,350 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face="Times New Roman,serif" style="border:none;"><b><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">&nbsp;</font></i></b></font></p>

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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face="Times New Roman,serif" style="border:none;"><b><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">&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 to our consolidated financial statements
included in this report.</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face="Times New Roman,serif" style="border:none;"><b><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">East West Bank Credit
Facility</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;">&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 April 30, 2015, we
entered into the EWB Credit Facility with EWB. The EWB Credit Facility provides
for borrowings in an aggregate principal amount of up to $40,000, subject to certain
conditions. As of September 30, 2015 and November 9, 2015, we had no
outstanding borrowings under the EWB Credit Facility and the aggregate
principal amount available in connection with the EWB Credit Facility was
$40,000. </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;">For a detailed
discussion of our EWB Credit Facility, refer to Note 8 to our consolidated
financial statements included in this report.</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face="Times New Roman,serif" style="border:none;"><b><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">C&#298;ON / Capitala Senior
Loan Fund I, LLC</font></i></b></font></p>

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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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;">On
June 24, 2015, we entered into a joint venture with Capitala to create CCSLF. We
have committed to provide an aggregate of up to $40,000 of equity to CCSLF. As
of November 9, 2015, our unfunded commitment to CCSLF was $40,000. </font></font></p>

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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 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 CCSLF, refer to Note 6 to our consolidated financial statements
included in this report.</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:12.0pt;">&#160;&nbsp;</font></p>


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<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;margin-top:6.0pt;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;">56</font></font></p>


</DIV>
</DIV><HR noshade STYLE="page-break-after: always" align="center" width="100%" size=2><a name="page_61"></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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face="Times New Roman,serif" style="border:none;"><b><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">RIC Status and Distributions</font></i></b></font></p>

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:10.05pt;text-align:justify;text-indent:.5in;"><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;">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 following table reflects the
sources of our distributions on a tax basis for the three and nine months ended
September 30, 2015:</font></font></p>



<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%;">&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 nowrap valign=bottom width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=19% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=10 valign=bottom width=39% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Three Months Ended</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">September 30, 2015</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=10 valign=bottom width=37% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Nine Months Ended</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">September 30, 2015</font></b></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=19% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Investment Portfolio</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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:12.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Total Return Swap
  Portfolio</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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:12.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Total 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 align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=8% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Percentage</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=9% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Investment Portfolio</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=8% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Total Return Swap
  Portfolio</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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:12.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Total 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 align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=8% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Percentage</font></b></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td colspan=2 nowrap valign=bottom width=22% style="background:#B7DEE8;height:12.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Net investment income(1)</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">6,755</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">8,620</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">15,375</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">99.1%</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">15,048</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">23,742</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">38,790</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">98.2%</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td colspan=2 nowrap valign=bottom width=22% style="height:12.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Capital gains from the sale of assets(2)</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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 style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">142</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">142</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.9%</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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 style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">717</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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 align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">717</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1.8%</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td colspan=2 valign=bottom width=22% style="background:#B7DEE8;height:12.75pt;padding:0in 2.0pt 0in 8.75pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Total</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">6,897</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">8,620</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">15,517</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">100.0%</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">15,765</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">23,742</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">39,507</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">100.0%</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=3% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=19% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=7% style="border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=6% style="border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=6% style="border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=8% style="border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=6% style="border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=6% style="border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=6% style="border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=8% style="border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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:10.5pt;">
  <td nowrap valign=bottom width=3% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></sup></p>
  </td>
 <td nowrap valign=bottom width=26% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:14.25pt;">
  <td nowrap valign=top width=3% style="height:14.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(1)</font></p>
  </td>
 <td colspan=12 valign=top width=97% style="height:14.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">For the three months ended September 30, 2015, tax basis net
  investment income does not include the $1,211 reduction of unearned capital
  gains incentive fees or offering expenses of $54, which reduce GAAP basis net
  investment income available for distributions.&#160; For the nine months ended
  September 30, 2015, tax basis net investment income does not include offering
  expenses of $499, which reduces GAAP basis net investment income available
  for distributions.&#160; These tax-related adjustments represent additional net
  investment income available for distribution to shareholders. </font></p>
  </td>
 </tr>
<tr style="height:14.25pt;">
  <td nowrap valign=top width=3% style="height:14.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(2)</font></p>
  </td>
 <td colspan=12 valign=top width=97% style="height:14.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">For the three months ended September 30, 2015, we had capital
  gains of $29 classified as long-term. For the nine months ended September 30,
  2015, we had no capital gains classified as long-term. The final
  determination of the tax attributes of our distributions is made annually as
  of the end of our fiscal year.</font></p>
  </td>
 </tr>
</table></div>



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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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;">For an
additional discussion of our RIC status and distributions, refer to Note 2 and
Note 5, respectively, to our consolidated financial statements included in this
report.</font></font></p>

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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font face="Times New Roman,serif" style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Recent Accounting Pronouncements</font></b></font></p>

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:10.05pt;text-align:justify;text-indent:.5in;"><font color=black face="Times New Roman,serif" style="background:white;border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="background:white;font-size:9.0pt;line-height:normal;">In February 2015, the Financial
Accounting Standard Board, or the FASB, issued ASU 2015-02,&nbsp;</font><i><font color=black face="Times New Roman,serif" lang=EN-US style="background:white;font-size:9.0pt;line-height:normal;">Consolidation:
Amendments to the Consolidation Analysis</font></i><font color=black face="Times New Roman,serif" lang=EN-US style="background:white;font-size:9.0pt;line-height:normal;">, or ASU 2015-02, which amends the
criteria for determining which entities are considered variable interest
entities, or VIEs, amends the criteria for determining if a service provider
possesses a variable interest in a VIE and ends the deferral granted to
investment companies for application of the VIE consolidation model. This
guidance is effective for annual and interim reporting periods of public
entities beginning after December&nbsp;15, 2015 and early adoption is
permitted. We are currently evaluating the impact ASU 2015-02 will have on our
consolidated financial statements and/or disclosures.</font></font></p>

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:10.05pt;text-align:justify;text-indent:.5in;"><font color=black face="Times New Roman,serif" style="background:white;border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="background:white;font-size:9.0pt;line-height:normal;">In April 2015, the FASB issued ASU
2015-03, </font><i><font color=black face="Times New Roman,serif" lang=EN-US style="background:white;font-size:9.0pt;line-height:normal;">Interest - Imputation of Interest: Simplifying the Presentation of
Debt Issuance Costs</font></i><font color=black face="Times New Roman,serif" lang=EN-US style="background:white;font-size:9.0pt;line-height:normal;">, or ASU 2015-03, which requires that loan costs related
to a recognized debt liability be presented in the balance sheet as a direct
deduction from the carrying amount of that debt liability, consistent with debt
discounts or premiums. In August 2015, the FASB issued ASU No. 2015-15, </font><i><font color=black face="Times New Roman,serif" lang=EN-US style="background:white;font-size:9.0pt;line-height:normal;">Interest
- Imputation of Interest: Presentation and Subsequent Measurement of Debt
Issuance Costs Associated with Line-of-Credit Arrangements</font></i><font color=black face="Times New Roman,serif" lang=EN-US style="background:white;font-size:9.0pt;line-height:normal;">, or ASU 2015-15,
which further specifies the SEC Staff&#8217;s view on the presentation and subsequent
measurement of debt issuance costs associated with line of credit arrangements.
This new guidance is effective for annual reporting periods, and interim
periods within those annual periods, beginning after December&nbsp;15, 2015
with early adoption permitted. ASU 2015-03 and ASU 2015-15 are to be applied
retrospectively for each period presented. Upon adoption, an entity is required
to comply with the applicable disclosures for a change in an accounting
principle. We are currently evaluating the impact ASU 2015-03 and ASU 2015-15 will
have on our consolidated financial statements and/or disclosures.</font></font></p>

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:10.05pt;text-align:justify;text-indent:.5in;"><font color=black face="Times New Roman,serif" style="background:white;border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="background:white;font-size:9.0pt;line-height:normal;">In May 2015, the FASB issued ASU
2015-07</font><i><font color=black face="Times New Roman,serif" lang=EN-US style="background:white;font-size:9.0pt;line-height:normal;">, </font></i></font><font face="Times New Roman,serif" style="border:none;"><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Disclosures for Investments in Certain Entities That Calculate Net
Asset Value per Share (or Its Equivalent)</font></i><i><font color=black face="Times New Roman,serif" lang=EN-US style="background:white;font-size:9.0pt;line-height:normal;">,</font></i></font><font color=black face="Times New Roman,serif" style="background:white;border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;"> </font><font color=black face="Times New Roman,serif" lang=EN-US style="background:white;font-size:9.0pt;line-height:normal;">or ASU 2015-07,</font><i><font color=black face="Times New Roman,serif" lang=EN-US style="background:white;font-size:9.0pt;line-height:normal;"> </font></i><font color=black face="Times New Roman,serif" lang=EN-US style="background:white;font-size:9.0pt;line-height:normal;">which removes
the requirement to categorize within the fair value hierarchy all investments
for which fair value is measured using the net asset value per share practical
expedient.&#160; This new guidance is effective for annual reporting periods, and
interim periods within those annual periods, beginning after December&nbsp;15,
2015 with early adoption permitted. ASU 2015-07 is to be applied
retrospectively for each period presented. </font></font><font color=black face="Times New Roman,serif" style="background:white;border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="background:white;font-size:9.0pt;line-height:normal;">We
are currently evaluating the impact ASU 2015-07 will have on our consolidated
financial statements and/or disclosures.</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face="Times New Roman,serif" style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Critical Accounting Policies</font></b></font></p>

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><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 style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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;">Our
consolidated financial statements are prepared in conformity with GAAP, which
requires us to make 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 periods.
Critical accounting policies are those that require the application of
management&#8217;s most difficult, subjective or complex judgments, often because of
the need to make estimates about the effect of matters that are inherently
uncertain and that may change in subsequent periods. In preparing the
consolidated financial statements, we also utilize available information,
including our past history, industry standards and the current economic environment,
among other factors, in forming our estimates and judgments, giving due
consideration to materiality. Actual results may differ from these estimates.
In addition, other companies may utilize different estimates, which may impact
the comparability of our results of operations to those of companies in similar
businesses.</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;text-align:justify;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Valuation of Portfolio Investments</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font color=black face="Times New Roman,serif" style="border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">The value of our assets is determined quarterly and at such other
times that an event occurs that materially affects the valuation. The valuation
is made pursuant to Section 2(a)(41) of the 1940 Act, which requires that we
value our assets as follows: (i) the market price for those securities for
which a market quotation is readily available, and (ii) for all other
securities and assets, at fair value, as determined in good faith by our board
of directors. As a BDC, Section 2(a)(41) of the 1940 Act requires the board of
directors to determine in good faith the fair value of portfolio securities for
which a market price is not readily available, and it does so in conjunction
with the application of our valuation procedures by CIM.</font></font></p>

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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font color=black face="Times New Roman,serif" style="border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">There is no single standard for determining fair value in good
faith. As a result, determining fair value requires that judgment be applied to
the specific facts and circumstances of each asset while employing a valuation
process that is consistently followed. Determinations of fair value involve
subjective judgments and estimates. Accordingly, the notes to our consolidated
financial statements refer to the uncertainty with respect to the possible
effect of such valuations, and any change in such valuations in our
consolidated financial statements.</font></font></p>

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face=Calibri,sans-serif lang=EN-US style="font-size:11.0pt;line-height:normal;">&#160;&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;">Valuation
Methods</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;">&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;">With respect to investments for which market quotations
are not readily available, we undertake a multi-step valuation process each
quarter, as described below: </font></p>

<p style="margin:0in;margin-bottom:.0001pt;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:6.0pt;margin-left:.75in;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;">our quarterly valuation process
begins with each portfolio company or investment being initially valued by
certain of CIM&#8217;s investment professionals and certain members of its management
team, with such valuation taking into account information received from various
sources, including independent valuation firms and AIM, if applicable;</font></p>

<p style="margin:0in;margin-bottom:6.0pt;margin-left:.75in;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;">preliminary valuation conclusions
are then documented and discussed with CIM&#8217;s valuation committee.</font></p>

<p style="margin:0in;margin-bottom:6.0pt;margin-left:.75in;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;">CIM&#8217;s valuation committee reviews
the preliminary valuation, and, if applicable, delivers such preliminary
valuation to an independent valuation firm for its review;</font></p>

<p style="margin:0in;margin-bottom:6.0pt;margin-left:.75in;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;">CIM&#8217;s valuation committee, or its
designee, and, if appropriate, the relevant investment professionals meet with
the independent valuation firm to discuss the preliminary valuation;</font></p>

<p style="margin:0in;margin-bottom:6.0pt;margin-left:.75in;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;">designated members of CIM&#8217;s
management team respond and supplement the preliminary valuation to reflect any
comments provided by the independent valuation firm;</font></p>

<p style="margin:0in;margin-bottom:6.0pt;margin-left:.75in;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;">our audit committee meets with
members of CIM&#8217;s management team and the independent valuation firm to discuss
the assistance provided and the results of the independent valuation firm&#8217;s
review; and</font></p>

<p style="margin:0in;margin-bottom:.0001pt;margin-left:.75in;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;">our board of directors discusses
the valuation and determines the fair value of each investment in our portfolio
in good faith based on various statistical and other factors, including the
input and recommendation of CIM, the audit committee and any third-party
valuation firm, if applicable.</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;">In addition to the foregoing, certain investments for
which a market price is not readily available are evaluated on a quarterly
basis by an independent valuation firm and certain other investments are on a
rotational basis reviewed once over a twelve-month period by an independent
valuation firm. Finally, certain investments are not evaluated by an
independent valuation firm unless the net asset value and other aspects of such
investments in the aggregate exceed certain thresholds. </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;">Given the expected types of investments, excluding
short term investments that are classified as Level 1, management expects our
portfolio holdings to be classified in Level 2 or Level 3. Due to the uncertainty
inherent in the valuation process, particularly for Level 2 and Level 3
investments, such fair value estimates may differ significantly from the values
that would have been used had an active market for the investments 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 we
ultimately realize on these investments to materially differ from the
valuations currently assigned. Inputs used in the valuation process are subject
to variability in the future and can result in materially different fair
values.</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;text-indent:.5in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">For an additional discussion of our investment
valuation process, refer to Note 2 to our consolidated financial statements
included in this report.</font></p>


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<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;margin-top:6.0pt;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 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;"><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-bottom:12.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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;">For the three and nine months ended
September 30, 2015 and 2014, we incurred fees and other expenses related to CIM
and its affiliates as follows:</font></font></p>



<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%;">&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 colspan=2 nowrap valign=bottom width=14% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=23% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Three Months Ended</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">September 30, </font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Nine Months Ended</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">September 30, </font></b></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 align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Entity&#160;&#160;&#160;&#160; </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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:white;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=23% style="background:white;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Description</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2015</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2014</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2015</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2014</font></b></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td colspan=2 nowrap valign=bottom width=14% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">C&#298;ON 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=13% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Dealer manager</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=23% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Dealer manager fees(1)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">4,157</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2,830</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">11,380</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">7,929</font></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td colspan=2 nowrap valign=bottom width=14% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">CIM</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=13% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Investment adviser</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=23% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Management fees(2)(3)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">4,146</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,740</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">10,397</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">3,952</font></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td colspan=2 nowrap valign=bottom width=14% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">CIM</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=13% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Investment adviser</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=23% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Incentive fees(2)(4)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(1,211)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(497)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">248</font></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td colspan=2 nowrap valign=bottom width=14% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=13% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=23% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Administrative services expense(2)(5)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">409</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">377</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,283</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,222</font></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td colspan=2 nowrap valign=bottom width=14% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">IIG</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=13% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Sponsor</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=23% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Reimbursement of offering, organizational and other costs(2)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">592</font></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td colspan=2 nowrap valign=bottom width=14% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">IIG </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=13% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Sponsor</font></p>
  </td>
 <td valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=23% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Recoupment of expense support(2)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,758</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">22</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">4,187</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">622</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=23% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">9,259</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">4,472</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">27,247</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">14,565</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;border-bottom:solid black 1.0pt;height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;border-bottom:solid black 1.0pt;height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=23% style="border:none;border-bottom:solid black 1.0pt;height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(1)</font></p>
  </td>
 <td colspan=5 valign=bottom width=50% style="background:white;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Amounts charged directly to equity.</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=top width=2% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(2)</font></p>
  </td>
 <td colspan=17 valign=bottom width=98% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Amounts charged directly to operations.</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=top width=2% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(3)</font></p>
  </td>
 <td colspan=17 valign=top width=98% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">For the three and nine months ended September 30, 2014,
  management fees of $49 and $958, respectively, were supported pursuant to the
  expense support and conditional reimbursement agreement.</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=top width=2% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(4)</font></p>
  </td>
 <td colspan=17 valign=top width=98% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">For the nine months ended September 30, 2014, incentive fees of
  $90 were supported pursuant to the expense support and conditional
  reimbursement agreement. During the three months ended September 30, 2014,
  $49 of expense support was reclassified from incentive fees to management
  fees.</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=top width=2% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(5)</font></p>
  </td>
 <td colspan=17 valign=top width=98% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">For the nine months ended September 30, 2014, administrative
  services expense of $1 was supported pursuant to the expense support and
  conditional reimbursement agreement. No administrative services expense was
  supported for the three months ended September 30, 2014.</font></p>
  </td>
 </tr>
</table></div>



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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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;">For
an additional discussion of our relationship with C&#298;ON Securities, CIM,
ICON Capital, and IIG and amounts incurred under agreements with such related
parties, refer to Note 4 to our consolidated financial statements included in
this report.</font></font></p>

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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font face="Times New Roman,serif" style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Contractual Obligations</font></b></font></p>

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:27.0pt;"><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 style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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;">On
December 17, 2012, Flatiron entered into a TRS with Citibank. Flatiron and
Citibank have amended the TRS on numerous occasions including the most recent
ninth amendment on October 2, 2015. See Note 7 to our consolidated financial
statements for a more detailed description of the TRS.</font></font></p>

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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 style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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;">On
April 30, 2015, we entered into the EWB Credit Facility with EWB. See
&#8220;Financial Condition, Liquidity and Capital Resources &#8211; East West Bank Credit
Facility&#8221; above for a more detailed description of the EWB Credit Facility.</font></font></p>

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face=Calibri,sans-serif lang=EN-US style="font-size:11.0pt;line-height:normal;">&#160;&nbsp;</font></p>


<DIV bclFooter>


<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;margin-top:6.0pt;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>
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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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font face="Times New Roman,serif" style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Commitments
and Contingencies and Off-Balance Sheet Arrangements </font></b></font></p>

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><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 style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font face="Times New Roman,serif" style="border:none;"><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Commitments and Contingencies</font></i></font></p>

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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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 style="border:none;margin-bottom:12.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font color=black face="Times New Roman,serif" style="border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Our investment portfolio may
contain debt investments that are in the form of lines of credit, revolving
credit facilities, or other unfunded commitments, which may require us to
provide funding when requested in accordance with the terms of the underlying agreement.
As of September 30, 2015 and December 31, 2014, our unfunded commitments were
as follows:</font></font></p>



<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:13.5pt;">
  <td colspan=2 nowrap valign=bottom width=60% style="border:none;border-bottom:none black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Unfunded Commitments</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=19% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">September 30, 2015(1)</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=19% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">December 31, 2014(1)</font></b></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td colspan=2 nowrap valign=bottom width=60% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&#160;&#160; CCSLF(2)(3)</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">40,000</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=17% 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td colspan=2 nowrap valign=bottom width=60% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&#160;&#160; Studio Movie Grill Holdings, LLC(3)</font></p>
  </td>
 <td valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,422</font></p>
  </td>
 <td valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">6,388</font></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td colspan=2 nowrap valign=bottom width=60% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&#160;&#160; ECI Acquisition Holdings, Inc.(3)</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="background:#B7DEE8;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,207</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="background:#B7DEE8;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,724</font></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td colspan=2 nowrap valign=bottom width=60% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&#160;&#160; ABG Intermediate Holdings 2 LLC(3)</font></p>
  </td>
 <td valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">933</font></p>
  </td>
 <td valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td colspan=2 nowrap valign=bottom width=60% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&#160;&#160; Dollar Tree, Inc.(4)</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">15,000</font></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td colspan=2 valign=bottom width=60% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Total</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="border:none;border-bottom:double black 2.25pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">43,562</font></p>
  </td>
 <td valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="border:none;border-bottom:double black 2.25pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">23,112</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=57% style="border:none;border-bottom:solid black 1.0pt;height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=17% style="border:none;height:7.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=17% style="border:none;height:7.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr height=0>
  <td width=3% style="border:none;">&nbsp;</td>
 <td width=57% style="border:none;">&nbsp;</td>
 <td width=1% style="border:none;">&nbsp;</td>
 <td width=2% style="border:none;">&nbsp;</td>
 <td width=17% style="border:none;">&nbsp;</td>
 <td width=1% style="border:none;">&nbsp;</td>
 <td width=2% style="border:none;">&nbsp;</td>
 <td width=17% 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:12.0pt;">
  <td nowrap valign=top width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(1)</font></p>
  </td>
 <td colspan=7 valign=top width=97% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Unless otherwise noted, the funding criteria for these unfunded
  commitments had not been met at the date indicated.</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=top width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(2)</font></p>
  </td>
 <td valign=top width=57% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">See Note 6 for a further description of our investment in CCSLF.</font></p>
  </td>
 <td valign=top width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=top width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(3)</font></p>
  </td>
 <td colspan=7 valign=top width=97% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">As of November 9, 2015, our unfunded commitments were to
  portfolio companies ECI Acquisition Holdings, Inc., Studio Movie Grill
  Holdings, LLC, and ABG Intermediate Holdings 2 LLC in the amount of $1,207,
  $1,422, and $1,128, respectively, and included a $40,000 unfunded commitment
  to CCSLF.</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=top width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(4)</font></p>
  </td>
 <td colspan=7 valign=top width=97% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">As of December 31, 2014, such commitment was subject to the
  execution of a definitive loan agreement and the consummation of the
  underlying corporate transaction, and conditional upon receipt of all
  necessary shareholder, regulatory and other applicable approvals.&#160; Prior to
  September 30, 2015, the Dollar Tree, Inc. unfunded commitment was terminated.
  </font></p>
  </td>
 </tr>
</table></div>



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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font color=black face="Times New Roman,serif" style="border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Unfunded commitments to provide funds to companies are not
recorded on our consolidated balance sheets. Since these commitments may expire
without being drawn upon, unfunded commitments do not necessarily represent
future cash requirements or future earning assets for us. We believe we
maintain sufficient liquidity in the form of cash on hand, short-term
investments and other liquid assets to fund these unfunded commitments should
the need arise</font></font><font color=black face="Times New Roman,serif" style="background:white;border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="background:white;font-size:10.0pt;line-height:normal;">.&#160; </font></font><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;">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;line-height:normal;">September 30, 2015 and December 31, </font><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">2014</font><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">, </font><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">refer to the table above and the consolidated
schedules of investments included in this report.</font></font></p>

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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 style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font color=black face="Times New Roman,serif" style="border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">The Staff of the Division of Investment Management has recently
informed us that it views our unfunded commitments as senior securities under
the 1940 Act.&nbsp; We are reviewing the Staff&#8217;s position and
its&nbsp;impact&nbsp;on our operations and business objectives&nbsp;and will
continue to engage the Staff in discussions as to the appropriate treatment of
our unfunded commitments. &nbsp;During the course of our
review,&nbsp;analysis&nbsp;and discussions, we intend to comply with the
Staff&#8217;s position by including unfunded commitments as a senior security in the
asset coverage test or by segregating or setting aside liquid assets or engaging
in other SEC or Staff-approved measures to &#8220;cover&#8221; our unfunded commitments in
an amount required to comply with the 1940 Act.</font></font></p>

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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font color=black face="Times New Roman,serif" style="border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">We do not include our unfunded capital commitment to CCSLF as a
senior security for the asset coverage ratio, as the capital commitments cannot
be drawn without an affirmative vote by one of our representatives on CCSLF's
board of managers.</font></font></p>

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><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;">&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160; &nbsp;</font></font></p>

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font face="Times New Roman,serif" style="border:none;"><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Off-Balance Sheet Arrangements</font></i></font></p>

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.25in;"><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 style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font color=black face="Times New Roman,serif" style="border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">We currently have no off-balance sheet arrangements except for
those discussed in &#8220;Financial Condition, Liquidity and Capital Resources -
Total Return Swap&#8221; and &#8220;Commitments and Contingencies and Off-Balance Sheet Arrangements
- Commitments and Contingencies&#8221; above.</font></font></p>

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><a name=Item3></a><a name="Item3_bclEnd"></a></p>
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<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;margin-top:6.0pt;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;">60</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face="Times New Roman,serif" style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Item 3.&nbsp;Quantitative
and Qualitative Disclosures About Market Risk</font></b></font></p>

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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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;">We
are subject to financial market risks, including changes in interest rates. As
of September 30, 2015, 96.7% of our portfolio investments and underlying loans
subject to the TRS 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 hurdle rate, 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;line-height:normal;">&nbsp;</font></font></p>

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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;">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. Pursuant to the terms of the EWB Credit
Facility, borrowings are at a floating rate based on the greater of 3.25% or the
variable rate of interest per year announced by EWB as its prime rate.&nbsp;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
material adverse effect on our business, financial condition and results of
operations.</font></font></p>

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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 style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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;">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, 2015:</font></font></p>



<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:7.5pt;">
  <td nowrap valign=bottom width=9% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face=Calibri,sans-serif style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=45% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face=Calibri,sans-serif style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face=Calibri,sans-serif style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face=Calibri,sans-serif style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face=Calibri,sans-serif style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face=Calibri,sans-serif style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face=Calibri,sans-serif style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face=Calibri,sans-serif style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face=Calibri,sans-serif style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=48% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Change in Interest Rates</font></b></p>
  </td>
 <td valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=16% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Increase (Decrease) in Net
  Interest Income(1)</font></b></p>
  </td>
 <td valign=top width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Percentage Change in Net
  Interest Income</font></b></p>
  </td>
 <td valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face=Calibri,sans-serif style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Down 30 basis points</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,783</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=16% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1.9% </font></p>
  </td>
 <td valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face=Calibri,sans-serif style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=48% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Current base interest rate</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=16% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face=Calibri,sans-serif style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(2,464)</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=16% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(2.7%)</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face=Calibri,sans-serif style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:white;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">4,070</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=16% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">4.4% </font></p>
  </td>
 <td valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face=Calibri,sans-serif style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=48% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">10,664</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=16% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">11.6% </font></p>
  </td>
 <td valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face=Calibri,sans-serif style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=3% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=45% style="border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=13% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=13% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face=Calibri,sans-serif style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(1)</font></p>
  </td>
 <td colspan=6 valign=top width=80% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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), which will not be less than zero,
  plus 1.35% per year on the full notional amount of the loans subject to the
  TRS. As of September 30, 2015, 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
</table></div>



<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-indent:.5in;"><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 style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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;">The
interest rate sensitivity analysis presented above does not consider the
potential impact of the changes in fair value of our fixed rate debt
investments and the net asset value of our common stock in the event of sudden
increases in interest rates. Approximately 3.3% of our portfolio investments
and underlying loans subject to the TRS paid fixed interest rates as of September&nbsp;30,
2015. Rising market interest rates will most likely lead to fair value declines
for fixed interest rate investments and a decline in the net asset value of our
common stock, while declining market interest rates will most likely lead to an
increase in the fair value of fixed interest rate investments and an increase
in the net asset value of our common stock.</font></font></p>

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-indent:.5in;"><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 style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-indent:.5in;"><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;">In addition, we may have risk regarding
portfolio valuation as discussed in Note 2 to 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:.0001pt;margin-top:6.0pt;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;">61</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face="Times New Roman,serif" 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" 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-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" 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 face="Times New Roman,serif" 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-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font color=black face="Times New Roman,serif" style="background:white;border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="background:white;font-size:9.0pt;line-height:normal;">In connection with the preparation of
this Quarterly Report on Form 10-Q </font></font><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;">for the three months ended
September 30, 2015</font><font color=black face="Times New Roman,serif" lang=EN-US style="background:white;font-size:9.0pt;line-height:normal;">, 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-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font color=black face="Times New Roman,serif" style="background:white;border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="background:white;font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face="Times New Roman,serif" style="border:none;"><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Evaluation of internal
control over financial reporting</font></i></font></p>

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.25in;"><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 style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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;">There
have been no changes in our internal control over financial reporting during
the three months ended September 30, 2015 that have materially affected, or are
reasonably likely to materially affect, our internal control over financial
reporting.</font></font></p>


<DIV bclFooter>


<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;margin-top:6.0pt;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;">62</font></font></p>


</DIV>
</DIV><HR noshade STYLE="page-break-after: always" align="center" width="100%" size=2><a name="page_67"></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 align=center style="border:none;margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font face="Times New Roman,serif" 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-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;"><a name=Part2></a><a name="Part2_bclEnd"></a><font face="Times New Roman,serif" 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-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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;">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, 2014.</font></font></p>

<p style="border:none;margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font face="Times New Roman,serif" 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-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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;">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-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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:115%;">We did not engage in any unregistered sales of equity securities
during the three months ended September 30, 2015. </font></font></p>

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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;">The
table below provides information concerning our repurchases of shares of our
common stock during the three months ended September 30, 2015 pursuant to our
share repurchase program.</font></font></p>



<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%;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Period</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">July 1 to July 31, 2015</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">449,538</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">449,538</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><sup><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(1)</font></sup></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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=23% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">August 1 to August 31, 2015</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=23% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">September 1 to September 30, 2015</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=23% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">449,538</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">449,538</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><sup><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(1)</font></sup></p>
  </td>
 </tr>
<tr style="height:6.0pt;">
  <td valign=bottom width=2% style="border:none;height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face=Calibri,sans-serif style="font-size:11.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=23% style="border:none;height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:1.0pt;line-height:normal;">&nbsp;&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:1.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=13% style="border:none;height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;&nbsp;</font></p>
  </td>
 <td valign=bottom width=12% style="border:none;height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=22% style="border:none;height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=22% style="border:none;height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(1)</font></sup></p>
  </td>
 <td colspan=10 valign=top width=98% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">A description of the terms and 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-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:12.0pt;"><font face="Times New Roman,serif" style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Item
3. Defaults Upon Senior Securities</font></b></font></p>

<p style="border:none;margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-indent:.5in;"><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:115%;">Not
applicable.</font></font></p>

<p style="border:none;margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font face="Times New Roman,serif" 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-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-indent:.5in;"><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:115%;">Not
applicable.</font></font></p>

<p style="border:none;margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font face="Times New Roman,serif" 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-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-indent:.5in;"><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:115%;">Not
applicable.</font></font></p>

<p style="border:none;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>



<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:.0001pt;margin-top:6.0pt;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;">63</font></font></p>


</DIV>
</DIV><HR noshade STYLE="page-break-after: always" align="center" width="100%" size=2><a name="page_68"></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;mso-ascii-font-family:Calibri;mso-bidi-font-family:Arial;mso-fareast-font-family:Calibri;mso-hansi-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: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 Appendix A to
  Post-Effective Amendment No. 9 to Registrant&#8217;s Registration Statement on Form
  N-2 filed with the SEC on April 20, 2015 (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;">Third 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 November
  5, 2015 (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 style="height:45.0pt;">
  <td valign=top width=9% style="height:45.0pt;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="height:45.0pt;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:45.0pt;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;">Ninth Amended
  and Restated Confirmation Letter Agreement dated as of October 2, 2015, 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 October 6, 2015).</font></p>
  </td>
 </tr>
<tr style="height:44.1pt;">
  <td valign=top width=9% style="height:44.1pt;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:44.1pt;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:44.1pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;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%;">&nbsp;</font></p>

<p style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:115%;">&nbsp;</font></p>


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<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:6.0pt;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;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">64</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;mso-ascii-font-family:Calibri;mso-bidi-font-family:Arial;mso-fareast-font-family:Calibri;mso-hansi-font-family:Calibri;"><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>
  <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;">10.10</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;">Amendment No. 1
  to the Amended and Restated Expense Support and Conditional Reimbursement
  Agreement dated as of January 16, 2015, by and between C&#298;ON Investment
  Corporation and ICON Investment Group, LLC (Incorporated by reference to
  Exhibit (K)(6) to Post-Effective Amendment No. 8 to Registrant&#8217;s Registration
  Statement on Form N-2 filed with the SEC on January 16, 2015 (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;">10.11</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
  Follow-On Dealer Manager Agreement by and among C&#298;ON Investment
  Corporation, C&#298;ON Investment Management, LLC and C&#298;ON Securities,
  LLC (Incorporated by reference to Exhibit (H)(3) to Registrant&#8217;s Registration
  Statement on Form N-2 filed with the SEC on April 28, 2015 (File No.
  333-203683)).</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;">10.12</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
  Follow-On Selected Dealer Agreement (Incorporated by reference to Exhibit
  (H)(4) to Registrant&#8217;s Registration Statement on Form N-2 filed with the SEC
  on April 28, 2015 (File No. 333-203683)).</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;">10.13</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;">Loan and
  Security Agreement, dated as of April 30, 2015, by and between C&#298;ON
  Investment Corporation and East West Bank (Incorporated by reference to
  Exhibit 10.1 to Registrant&#8217;s Current Report on Form 8-K filed with the SEC on
  May 6, 2015).</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;">10.14</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 Control
  Agreement, dated as of April 30, 2015, by and among C&#298;ON Investment
  Corporation, East West Bank and U.S. Bank National Association (Incorporated
  by reference to Exhibit 10.2 to Registrant&#8217;s Current Report on Form 8-K filed
  with the SEC on May 6, 2015).</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;">10.15</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;">Limited
  Liability Company Agreement of C&#298;ON / Capitala Senior Loan Fund I, LLC,
  dated as of June 24, 2015, by and between C&#298;ON Investment Corporation
  and Capitala Finance Corp. (Incorporated by reference to Exhibit 10.1 to
  Registrant&#8217;s Current Report on Form 8-K filed with the SEC on June 26, 2015).</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>









<DIV bclFooter>


<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:6.0pt;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;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">65</font></font></p>


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</DIV><HR noshade STYLE="page-break-after: always" align="center" width="100%" size=2><a name="page_70"></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;mso-ascii-font-family:Calibri;mso-bidi-font-family:Arial;mso-fareast-font-family:Calibri;mso-hansi-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 align=center style="border:none;margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font face="Times New Roman,serif" 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-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><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;">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-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><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;">Date:
November 12, 2015</font></font></p>

<p style="border:none;margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;"><a name=Sigs></a><a name="Sigs_bclEnd"></a><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;">C&#298;ON Investment Corporation<br>
(Registrant)</font></font></p>

<p style="border:none;margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;"><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;">By:&#160; </font><u><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">/s/
Michael A. Reisner<br>
</font></u><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">&#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;line-height:normal;">(Principal Executive Officer)</font></i></font></p>

<p style="border:none;margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;"><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;">By:&#160; </font><u><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">/s/
Mark Gatto<br>
</font></u><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">&#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;line-height:normal;">(Principal Executive Officer)</font></i></font></p>

<p style="border:none;margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;"><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;">By:&#160; </font><u><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">/s/
Keith S. Franz<br>
</font></u><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">&#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;line-height:normal;">(Principal Financial and Accounting Officer)</font></i></font></p>




<DIV bclFooter>


<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:6.0pt;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;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">66</font></font></p>


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end
</TEXT>
</DOCUMENT>
</SEC-DOCUMENT>
